Frank-N-Furter was not a positive character: although we see him as a freedom symbol, he is not. He hurt everyone around him by concerning himself with his own pleasure, which is more tyrant than rebel. Take a look at the lyrics of the stranded Earthlings at the end of the film: Super Heroes. Of course, "(The) Rocky Horror Picture Show" is anything but a morality play, but if one wanted to extract a moral, I would say that it would be to remember the other half of the Golden Rule: "do what you will, but hurt none."
In any case...
I've seen blue skies Through the tears in my eyes And I realise... I'm going home.
It's time for me to say goodbye to all of... this. And hello... to obliv-- wait. X/