Tolkien elaborates in one of his letters, that Sauron, like all evil people, didn't think he was evil at all. From Sauron's point of view, his victory would improve the living standards of everyone and his enemies were just holding him back. And he wasn't entirely wrong either, things probably would be more efficient under Sauron's dominion. It's just that he missed that there is more to life than material things. But I suppose pointing this out isn't wasn't part of the intended message of the films. Because, in real life, Sauron won. We got our numbers too and spend our lives getting more of them.
The key difference between Morgoth and Sauron was one was arrogantly possessive in a Luciferian sense while the other was something of an ideologue committed to the other while maintaining his own outlook that was markedly different. Sauron may have believed Morgoth was the rightful Vala to rule the world and worshiped him, but was committed to ordering everything.
I find it interesting the similar dark, yet different outlooks there. A third is Ungoliant's, except hers was nihilistic hunger to consume everything and destroy it leaving her alone in a void (and possibly not even then being content as her supposed death implies).
It's why I think the solution to the problem of the Orcs as a race being all wicked and irredeemable can be explained by them all having their own designs and plans, but are rare strong enough to pull theirs off. They are like Gollum, too weak to do much, but if they had a bit of power, could be as ambitious as Morgoth and Sauron. Something that touches on their is the bit of the Silmarillion that alludes to their creation speaking of all Orcs inherently hating Morgoth in the fiber of their being for twisting their race into what they are, yet we always seem them loving to abuse and hurt others, even their own comrades.
They are symbolically a race of those who are always the servants of evil leaders. They follow them to enjoy the power they gain from that service while having in the back of their mind a desire to usurp and dominate even if they will never have a chance.
It's an interesting bit shown at Cirith Ungol about the two leaders there talking, how one hopes to get a chance to later escape together after the war and set up their own little group like the Misty Mountain Orcs have done. Being Orcs and what we're seen of how they are, you can infer that it's pretty much them simply wanting their own little domain to ruler over and abuse that will quickly come one or the other being murdered. Actually that bit echoes Saruman's tempting talk of Gandalf now that I think about it, that with the Ring they could rule together despite the fact the Ring cant be shared.
In that sense, the Orc's talk is but a petty version of the grand designs of great figures in the world and evil if not in scale.