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Yes, the way you have it set up, it's pretty much a lose-lose situation. If you want to leave it that way, and not (as others have suggested) to make it a nice American "happy ending" story, you (and the hero) will have to decide which eggs to break, and just get on with it.
How 'bout this: He allows his friends to die, saves the rest of the world, and takes out his frustrations by exacting incredibly painful and debilitating punishment as revenge on those responsible.
There's also this: He quickly and mercifully executes his friends, saves the rest of the world, and takes out his frustrations by exacting incredibly painful and debilitating punishment as revenge on those responsible.
But there's also the ever-popular: He saves his friends, leaving the only option to save the rest of the world being to sacrifice himself... which he does, and dies a Noble Hero.
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