Sunset Shimmer is a good guy now. She follows the rules, protects the innocent, and puts others ahead of herself. She likes being a good guy.
Adagio Dazzle is still a bad guy. She disobeys authority, preys on the weak, and will stop at nothing to get what she wants. She likes being a bad guy.
As it turns out, there's a lot of fun to be had in the grey area between them.