Piccolo was never really made out to be "evil"
He was always just "avenge my father."
He was ruthless, but nothing he did, to me, stuck out as particularly villainous.
Vegeta, on the other hand, was straight out evil, especially on Namek. And his redemption was a lot slower of a burn, had a better pay off and didn't result in him getting sidelined. Vegeta didn't just jump to being a good guy like Piccolo did.
I love Piccolo, but Vegeta's arc really was handled a lot better