Skurge has been portrayed as a hero and a villain at different points in comics history (he’s one of Thor’s morally ambiguous characters), so it looks like Ragnarok has opted to make him pragmatic and conflicted antagonist, as opposed to a purely idealistic villain.
When Hela comes to Asgard to lay waste to the mythical realm, Skurge will find himself faced with a moment of fight or flight.
So it sounds like it’s all about staying alive for this guy, rather than a higher calling.
He’s aiding in the destruction of Asgard, but that doesn’t mean that it sits well with him, or that he will stick with Hela by the time the credits roll.