I just completed the Leopold route, and I have to say it was oddly relaxing.
With Sofia, I felt like she was the voice of morality, and I was the one doing ugly things for the sake of survival. When I was working with Leopold, I could be the angel on his shoulder holding back his worst nature.
I think I'll go back to try Sofia again at some point. I probably won't attempt the Guillaume route; Sofia and Leopold are both very wholesome, despite the difficult situation we're in, while Guillaume's treatment of his wife is just awful.