Yuno is also a mass-murdering psychopath. You're not exactly a hero when you're that.
As I said, she's an anti-hero at best. You can be the 'protagonist' of a show, while you're still technically a villain. Eviler than Thou kicks in. Especially shows where pretty much every character is perfectly quantifiable as a bad guy.
Perfect example of a video game where this is the case: Drakenguard. Caim isn't a good guy. His past time is brutal murder, including children. In the sequel he is literally willing to cause the apocalypse to free a dragon. Two of your allies in the first game have so unsavory quirks I will not even mention them here.
And they are the protagonists.
Protagonist =/= Good. Not all the time. The antagonist may simply be eviler than you. Or Evil vs Evil.
Although he is an antagonist in the 2nd game.
Protagonist is the one who drives the story forward and who is the central focus of the competing desires in the tale.
The antagonist is the one going against the protagonist.
If the protagonist is a student trying to get straight A's, and one teacher refuses to give them an A for an essay for whatever reason, the teacher becomes the antagonist, EVEN IF the teacher has morally correct grounds to refuse giving an A.
Basically, the idea of protagonist and antagonist is disconnected from whether that person walks the morally right or wrong path. Since the Mafia theme is Antagonist Mafia, it implies all characters must be opposed to the protagonists of their respective shows, discarding any question of whether they are morally good or evil.
And as Conq laid out, Yuno is not an antagonist. Perhaps by the end of it when she goes against Yuki in a desire to further her own goals, but before then she is the staunchest ally Yuki has. Mirai Nikki is a fumbling mess of a story, but I still enjoyed it.
Yuno kills for her own selfish desires, kills anyone she considers even could be a barrier to Yuki [Like his friends], and the slasher look on her face when she kills half the time screams she also loves killing.
Yuno kills for the sake of Yuki in both these cases. If it is opposed to Yuki's goals (such as his friends), she will eliminate it by any means necessary. Being gleeful during killing does not mean you love to kill; It means that you partake in an activity that greatly furthers your goal, which may cause glee in you. I grin widely when I'm taking an easy test, but that doesn't mean I love taking tests.
