Bioshock Slamed My Conscience Pretty Hard. (Spoiler Alert)

Bioshock is one of the top games I have ever played. I simply loved it. The story didn't leave you hanging, at least in my case, and the gameplay was high addictive. Then the little sisters come up. You have a choice to make as you see the very first little sister, whether to harvest, or rescue. Atlas who is the only person I know and he wants me to harvest it. And then this random chick Dr. Tenenbaum comes out of who knows where and tells me not to. I don't even know this lady... I look at the little sister. It doesn't even look human to me. So I go with harvest not really knowing what it means but Atlas seems trustworthy. Then my guy pulls this slug out of her.... O_O . WTF! That was weird as hell. Not doing that again and I don't throughout the rest of the game. 

Then at the end my guy gets the "sad ending" and I take over the world? Where did that come from? I raised a splicer army? Just because I took a slug out of this one scary looking thing that at the time I had no idea what it was or the lady defending it. I don't know it just seems a little harsh to me. Don't get me wrong I loved the game. What do you guys think?