Adrian Veidt (Ozymandias) is the smartest man in the world. He calculates that nuclear war is inevitable unless humanity has a common enemy.
So he drops a giant squid on New York (or nukes cities in the movie). He kills millions to save billions. He achieves "World Peace" through **Mass Murder.**
The Parallel: This is the logic of the **Enclave/BiffCo.** "We must destroy democracy to save civilization." It is the logic of the "Benevolent Dictator."
Rorschach is a sociopath, but he has one redeeming quality: **Integrity.**
"Never compromise. Not even in the face of Armageddon."
He refuses to accept Veidt's lie. He would rather the world end in truth than survive in a lie. He sends his journal to the press. He ensures that the "Peace" will eventually crumble because it is built on a falsehood.
Manhattan can see all of time at once. He realizes that human morality is a temporary construct. He leaves.
The Lesson: You cannot rely on Superman to save you. If he becomes too powerful, he stops being human. We have to save ourselves.