When did you first read the comic? Without going into the why's and wherefore's, there are a host of social, ideological, and political associations that are assumed to exist between the readers/supporters of a newpaper like the New Frontiersman that exist today that simply did not exist back in the early 80s. That's what I meant by projections of modern readers (regardless of whether they've seen the HBO series, but certainly reinforced strongly by it for those who have). If even part of your assessent of Roschach is a form of "he believes in A, therefore he must also believe in B, C, and D", that's coming from your own assumptions, and not what is actually writen about the character.
And that's before we consider that this is a different world, with a different timeline. These people really did live in a world where there was a corpo/government cabal controlling everything, with massive control of the media going on (and manipulation of public opinion as result). So we should be very careful to make assumptions about Rorschach's idealology based on the mere fact that he read this paper and trusted it to "speak the truth" about his journal if he should not make it back. We must restrict outselves to just what Rorschach himself says and does and not try to overlay that character with other external assumptions.
It's been a while since I read the comic, but IIRC that was more of a brief bit of self reflection, which he ultimately rejects and moves on from. Whether that's because he rejects the comparison between the two events (there are objectively some pretty major differences beyond just who's city gets destroyed going on there), or whether he considers himself to have "evolved" (well, for him anyway) from things he believed when he was younger, is unclear (and again, my memory is extremely fuzzy on that detail entirely). The point is that his decision at the end is entirely compatiable with the personality, motives, and actions we'd seen from Rorschach in the comic itself. How he arrives there is at most a footnote.
I'm not sure what you are asking here. Rorschach had no ability to stop what was happening right there and then. This is him simply acknowledging that fact. But that's not going to stop him from telling the world what just happened. That's literally the only power he has here. He is "heroic" in that he continues to be determined to do the one thing he has left to do, despite knowing it's going to get him killed. One could even speculate that he wants Manhattan to kill him. A conspiracy theorist like him would see the risk if he is captured and tortured, that they might find out what he did with his journal, so by not even pretending to go along with things he pushes the outcome a bit.
Which, yeah, makes the treatment of what happened to those who read his journal in the HBO series all the more disappointing.
This. Times 1000. In the HBO series, I kept expecting the "twist" to be that his followers were not really what they were portrayed as, but were the smallish group who had read his journal, and knew what actually happened, but they were intentionally labeled as "that" (cause... massive government/media control going on, which they certainly didn't shy away from in the tv series), so as to silence them, and ostracize/marginalize them so much that no one would believe them. Would have perfectly fit with the distopian nature of the setting (which none of the main characters were happy with as they realize that pretty much everything they believe is a lie), and would have provided some sort of redemption for Roschach's heroics in the comic. But... no. They were just as absurdly one dimensional as they were portrayed to be.
Yeah. It was just... bad.