Dexter is a legal system, just like the courts, judges, police, etc is one. There are rules, there are consequences. One may argue that Dexter is wrong, but until he's stopped, it will constitute a legal system. There are many legal systems which I do not like, but they are there none the less. And nothing stops two system from working parallell to each other, for example a criminal gang may have their own set of rules and punishments, while at the same being subject to the law of the state.