That's kind of the point. All the Allies calling her the "Devil" are massive hypocrites with severe moral myopia. Tanya really is just doing her job as a soldier (killing the enemies of her country), but she's somehow evil for doing the exact same thing they're doing, just to their side.
Imagine being sliced like beef by a naked loli
Not a bad way to go
Anyway how did those idiots in the train not notice the battleships right outside their window lmfao enemies in this world dont seem to communicate with another at all