To quote Tumblr, she chose the thug life, and the thug life welcomed her.

ALSO, on a worldbuilding level, I find it really cool that Korra thinks the Avatar should be neutral and non-judgemental (even though she's not very good at that) because Aang restored balance by stopping a war -- and now she's realising that there are cases where the right thing to do is to pick a side and defend it.