It sure does lend some ambiguity to the depth of Sloan's loyalties to Section 31.
Maybe. I wouldn't think Sloan would ever betray the
idea of Section 31...but in stories to come, I'll show him as a bit of a critic, pointing out the stupid mistakes the Bureau has often made (the blunders we see in the novels, for example).
Still, this would never lead him to think that the Bureau is
wrong to exist--the tragedy leading him to it convinced him forever that sticking to the rules allows innocent people, such as his wife, to unnecesarily die.
For Sloan--at least how I picture him--it is all about keeping innocent citizens of the Federation from harm. Frankly, one could call him the most
selfless man in the Federation--willfully and knowingly giving up his Life, his Fortunes, and most tragically, his Sacred Honor, not for personal power, but so that other families would not suffer the loss he did.
When Sloan witnesses and/or oversees an "atrocity" commited by the Bureau, the question for him is not, "Was this morally right?" The question is, "Did this
work? Did it do what we're here to do--
protect the lives of those families?"
Thus, assuming Cole (in the novel
Abyss)
did orchestrate the New Bejing Massacre (I personally think the idea is bogus--Bashir's letting his paranoia form a conspiracy theory, but putting that aside...), Sloan would probably have him taken down--or at least manipulate things so that Cole's power in the Bureau is greatly deminished. Especially considering how Cole's prize turned out to be one that got away....
So, when Julian dryly asked in "Inter Arna..." whether he should feel sorry for Sloan, the agent's chuckle tells all--he doesn't really give a darn wheter the doctor does or not. He's not looking for Bashir's approval, because it's not
about him.