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Fandom in general is too quick to label characters as having a Savior Complex or being Self-Sacrificing without taking into account the context surrounding the characters actions. This bothers me because those labels are often used to accuse characters of being reckless and thoughtless or depressive and suicidal as if those were the only possible motivations for a character to take a risk for other.
In the MDZS fandom I've seen those labels being applied to Wei Wuxian - incorrectly - in order to diminish the weight of his choices.
Wei Wuxian wasn't Self-Sacrificing. Not anymore that his job required him to be. He wasn't someone who went around in search of a heroic death. But as a Cultivator it was his responsibility to protect people - we can compare a Cultivator to a firefighter: saving people is part of their job, and that comes with a risk, but nobody thinks firefighters are just recklessly throwing themselves at danger for nothing, or that they are stupid for not ignoring that burning building.
Cultivators are supposed to protect people from the supernatural and that's a risky job. But Wei Wuxian isn't reckless. He's actually quite thoughtful and very strategic in his approach to any adversary. He's also an excellent teacher because of his patience and analytical skills - he's the opposite of reckless, really.
One of the plot points I see people use to accuse him of being reckless and self-sacrificing is the XuanWu cave debacle. The thing is, Wei Wuxian wasn't being reckless then. He bid his time, waited to see what Wen Chao would do first. He defended MianMian not out of some sort of self-sacrificing reaction, but because his morals compelled him to do so, and he wasn't the only one. Remember, a Cultivator is supposed to follow a strict moral code. When an innocent person, MianMian, was being attacked in front of them they were supposed to help her. For those who didn't, it was a moral failing.
But more than that, Wen Chao's plan to summon the XuanWu of Slaughter was utterly stupid and was bound to get them all killed. Wen Chao was absolutely not competent enough to kill the XuanWu of Slaughter himself, and when the situation inevitably got out of control Wen Chao's cronies would still whisk him away to safety and let the hostages there to die. Wei Wuxian's choice to confront Wen Chao then wasn't reckless, it was borne from a lack of better options and knowing if they didn't make a stand then and there they would all die. It's one of those situations in which none of the options available are ideal, and you just have to choose the least worse option. Between dying without resisting and fighting for a small chance of survival, Wei Wuxian chose to fight because he wasn't stupid or suicidal, and unlike the vast majority of people in the Cultivation World, Wei Wuxian actually lived up to the moral ideal.
Another plot point I see brought up again and again against Wei Wuxian is his use of "demonic cultivation". First off, the cultivation path Wei Wuxian invented and used wasn't demonic, it was the ghost path, and that's different. Demonic cultivation implicates the use of living humans and Wei Wuxian didn't do that. He used the resentment of ghosts, and he was repeatedly shown to be very kind and compassionate toward those ghosts, but he never used humans. The only character in MDZS that practiced demonic cultivation was Xue Yang, who created living corpses.
Moreover, Wei Wuxian didn't just choose to go for a walk in the burial mounds, he was thrown there to die by Wen Chao. He invented the ghost path because of necessity and it's a testament to his strong will to survive. Personally, I've never understood people who think Wei Wuxian creating the ghost path was self destructive. Dying is easy. If he had been self-destructive, he wouldn't have made it out of the burial mounds alive. Wei Wuxian was kind and compassionate and a genius and he had a strong will to live, so he created a new path of cultivation that could get him out alive and that would allow him to keep fighting, because it was war and they were losing, and if the Wens won it would be catastrophic for the world.
After the war, Wei Wuxian chose to stand up for the Wen Remnants, and that choice wasn't reckless, it wasn't self-sacrificing and it wasn't self-destructive. The Wen Remnants represent the great moral debate in the story: what was happening to them was genocide, and doing nothing meant being complicit in it. The persecution and extermination of the Wen Remnants was the culmination of the moral corruption of that society.
Wei Wuxian's choice to stand up for the Wen Remnants wasn't reckless. He understood the consequences and made a choice with a clear head. He knew from the beginning that they were all living on borrowed time. He certainly hoped at some points that maybe some sort of more permanent truce could be worked out with the sects, but he was always aware that the chances of that were slim. His choice to protect the Wen Remnants wasn't borne out of some sort of self-sacrificing ideal either. He didn't want to die and sacrificing his life was never his go-to response to any situation. He died after having tried everything else, after being pushed into a dead end by the entire world and resisting for around two years, which is two years more than most people would be able to resist for.
His choice to protect the Wen Remnants was a matter of morality. Wei Wuxian saw a genocide happening in front of him and his conscience wouldn't allow him to walk away. That's what Wei Wuxian means when he says to Lan Wangji, during Lan Wangji's visit to Yiling:
“But, let the self judge the right and the wrong, let others decide to praise or to blame, let gains and losses remain uncommented on. I, too, know what I should and shouldn’t do.”
Wei Wuxian chose to protect the Wens because while that might cost his life, choosing otherwise would cost him everything he was as a person.
MDZS is a story about society's failings and the extermination of the Wen Remnants is the great symbol of societal corruption: they fought a war to defeat a monster, only to turn around and become the next monsters themselves. In this sense, only the outliers of society could retain their pure hearts - Wei Wuxian, Lan Wangji (who was in equal parts praised and superficially respected for his morals, as well as considered too rigid for it - Lan Wangji is respected as a member of the aristocracy and as an ideal role model, but when the same morals he's praised for get in the way of sect interests he's criticized for it), there's MianMian, Xiao Xingchen and Song Lan, a-Qing too, despite her not being a cultivator. All of those highly ideal characters exist apart from society.
Yet another plot point that's often wrongly used to paint Wei Wuxian as reckless is the ambush on Qiongqi pass, where Jin Zixuan died. The thing is, it was an ambush. He didn't have a chance to plan for it. Jin Zixun had 300 archers constantly attacking Wei Wuxian. It's already quite commendable that he was able to survive, asking for great planning in this kind of situation in ridiculous and beyond what's humanly achievable.
Moreover, despite all that, Wei Wuxian still had the presence of mind to explain the situation to Jin Zixuan and warn him not to get close or else he might die. And what did Jin Zixuan do? He asked the guy being attacked to stop defending himself instead of forcing his stupid cousin to stop attacking, then proceeded to ignore Wei Wuxian's warning and got close, then died as he'd been warned would happen. In this situation, Jin Zixuan was the one who showed an appalling lack of awareness of the situation, poor tactical skill, lack of leadership skills, poor diplomacy, and reckless behavior, not Wei Wuxian.
As for the battle of Nightless City, it was an extenuating circumstance, because Wei Wuxian wasn't sound of mind at this point. He was grieving and angry and had been targeted repeatedly for over two years by then, he'd been a victim of systemic oppression and had watched friends die. Not to mention that all of it started almost immediately after a three year long war in which he'd been a frontline soldier. He wasn't alright. And yet, he wasn't the one who started the fight. He showed up there and vented verbally at the people who'd just murdered his friends, the people responsible for s genocide, the people who'd been oppressing them for over two years, and yet Wei Wuxian only used violence after being attacked first. At this point, I think he had the right to respond with full power.
But the point here is that Wei Wuxian was pushed to this place step by step. He did everything right, he chose as best as he could, but society just wouldn't give him any other option.
I guess my point with this rant is to show that labels like self-sacrificing, reckless etc. often dismiss the context in which the characters are making their choices. Sometimes there isn't an option in which everyone gets to be safe and happy, and sometimes every single choice available will pose a great risk to life, sometimes every available option the circumstances afford the characters will end with someone they care about dying. And yet, they have to choose anyway, because the world won't stop until the stars align and all the problems disappear. No matter how fucked up the circumstances are, choices still have to be made, even if it hurts.