Really? The antagonist is the guide? Well, yes. It’s like Vicious Maniac for Dummies. Whether Rainsford likes it or not, he does learn a thing or two about how to fight to the death. Don’t gloss over that at the end of the story: Rainsford doesn't think twice about killing Zaroff and proceeds to the best night sleep he has ever had.
Even if you want to see Zaroff punished and believe that his games of cruelty justify Rainsford killing him, our hero has nonetheless played the game of murder that he thought was so morally repulsive and is, by all appearances, pleased with the outcome.