Of course Shin Akuma would go ahead with saving the world - after all, how can he seek out and fight the strongest warriors on the planet if there is no planet?
Why would Urien order all of the Twelve grunts to take on his visage? He's a raging narcissist, and he wouldn't settle for anyone other than himself handling world conquest.
Hydorn's ending has him apparently "not" trying to take over the world. Rather he returns to the ocean and interacts with several small squid creatures. Considering in his backstory, it's revealed that the Big Bad of Red Earth had mutated him from a simpler lifeform. It makes sense after he wins, that Hydron would simply want to go home.
Leo's ending has him cut Blade in half to save Tessa and Mai Ling. What's horrifying about it? In Red Earth, Leo's game of origin, killing Blade was a one-way ticket to earning Leo's Bad Ending, in which his curse progresses and he becomes a mindless lion. By trying to save lives, Leo has just damned himself and he doesn't even know it.