They're essentially just zombies. That's what a 'Thrall' is. I don't see it as evil, the spirit already left the body.
To create that zombie, you use conjuring. Why? Because you bring back the person's spirit, using the body as a link, and bind it to the (dead, quite likely in pain) body, bound to your control by the ritual of conjuring.
How is that NOT evil?
Ah, you say, but is it the same spirit, or is it maybe some other spirit animating the body? I mean, what if you trapped the spirit in a black soul gem when the person was killed?
Well, the thrall has the same stats and skills, so it's pretty much got the same mind, right? Or at least a mind with all the same capacities for thought (a clone, if you will) that is bound under your magical control. Is cloning a personality and making that clone a slave any less evil? No. So what spirit it is in the body is actually irrelevant.
As for the soul gem, who's to say a person has only one soul? The Egyptians believed we had several souls, one of which was the mind, one the force animating the body, one the magical energy, etc. Could be Black gems capture one of the souls, and necromantic conjouring enslaves one of the others.
Still evil.