Not all of them, no. Heralds are the eyes, ears, and hands of the Queen. They do what she needs to be done in the Kingdom. All of them--including the Queen--only have what's best for others at heart. The Companions make that true, and each Monarch is required to be a Herald as well. Even the Monarch isn't above the law in Valdemar.

And no, we don't lock anyone up for what they were born as--only what they chose to be. If you choose a path of evil, then you brought it upon yourself and are left to the mercy of Lord and Lady.