The scale and tone of heroics is usually dependent on the setting and the group I'm playing with. I used to GM the Swedish predecessor to Mutant: Year Zero and in tone that game can be a slapstick action comedy, it can be a noir crime drama, it can be a grimdark dungeon crawling spookshow, and a combination of all that.
In that, the PC's weren't heroic. Protagonists for sure, since it was their story. But they were ultimately a sordid bunch that were thrust together for a quick score which led to a chain of events that resulted in some major sociopolitical shifts in their society. Those characters wouldn't get more than a passing line in any history book describing those years, they got rich, they got powerful, but they got no real glory because the things they knew and discovered were too dangerous for the world to know.
Contrast that with a Dragon Blooded-Exalted campaign I played years back. That was way more in the vein of Heroic Fantasy and The Last Airbender in tone. Those characters made it (at the very least) into the history books of their families as paragons of their generation.
As for CoS? Well, it isn't straight up DnD-murderhoboing. It sure isn't your typical flavor of heroic fantasy. Life ain't easy in the Courts, you might snatch a victory out of the jaws of defeat (looking at you two-shot), but it's still didn't turn the tide of the undead.
This is also why I'm finding so compelling about the world. It's shades of grey, as a viewer I can't see what's supposed to be the right and good path and as a player it must be ten times as hard because they need to stay subjective to their characters.
All in all, I love the amoral nature of the Tower. It doesn't matter if you're a local street gang, a great scion of the strongest noble house loved by the people for your kindness, or a near god-magician. One day you'll be in the shadow of the Tower and everything will change.