Characters like Sauron chose the evil path from the beginning and might have a desire to do something good, but what makes him evil is that he never has a change of heart. Gollum is a character who constantly struggles with loving and hating the One Ring, which is all together evil. Galadriel is probably the most pure character in Tolkien's writings, and didn't need to explore the idea of good or evil because she was good the entire time and knew to stay away from evil. This part of Galadriel isn't done well in The Rings of Power.