Murat's story is a complete picture of the conflict between the Caucasians, the Muslims, and the Russians during the late 19th century. His tentative alliance with the Russians allows the reader to see that side of the conflict too, but Murat's original alliance ends up being the one that compels him to battle. In other words, Murat is loyal to the cause of his people, and he is tactful enough to do business with the enemy.
Murat's insight into the Russian point of view comes because he experiences the dark side of guerrilla warfare. Shamil's foolish planning and impatience leads to rash decisions that lead to the death of Murat's brother, causing a rift between them. Shamil's rashness leads him to kidnap Murat's family unless he fights. This allows Murat to experience firsthand what the Caucasians can look forward too if they win—a struggle for power, and the leadership of unwise leaders like Shamil. That doesn't dissuade him from dying for freedom though.
Notice also that Murat is regarded as both a friend and enemy by both sides, at the same time. The dichotomy of his character is a signal to the reader that Murat sees the good and bad in people, regardless which side of the conflict they're on. This means that people like him, and he has pleasant experiences with people, but it also means that trouble's always brewing, because Murat is a threat, and power hungry men oppose naturally powerful men like Murat.
The truth of the matter is that on either side of the battle, foolish, hasty decision-making costs everyone. When Murat dies, we don't learn his story from the narrator, we learn it from the soldiers who killed him, another indication that Murat's point of view is disenfranchised. Why? Because he tries to be just, and the wars are being fought unjustly.
