Something people tend to forget when the hypothesize that the Nine are evil is that their agent, Xur, sells us powerful weapons and armor to help or fight against the darkness.
My theory... The Nine are like the Rothschild family... Not on any side, supply both and see who wins...prosper either way.
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the speaker also states when you stand next to him that "if only the nine would help"...
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Yea who they support is kind of blurred but the fact that Xur is allowed in the tower says alot, and that the vanguard may no alot more than than they let off.
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From what i've read, it's not quite like the Vanguard allow Xur, they just have no idea how he comes and goes within the Tower, thus have no measure to get rid of him.
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But they must know he's not a threat somehow. He looks creepy and if he was on the side of darkness the Vangaurds wouldn't stand for him being alive.