There's a lot to love, but e.g. the whole S2 arc where the Empire is provoking and covertly encouraging a rebellion on the planet they want to gut for resources - our protagonist gets a bad feeling about helping the amateur hour rebels but the amoral leader actually wants to encourage them knowing they'll likely fail.
"Think about a planet like Ghorman in rebellion. A planet of wealth and status."
"And if it goes up in flames?"
"It will burn... very brightly."
There's barely any recent popular TV or movies I can think of with the level of subtle, complex, morally grey themes Andor explored.