is the message correct ?

My thoughts, exactly.
Examples: (for good or bad)
Julius Caesar
George Washington
Benito Juarez
Simon Bolivar
Napoleon Bonaparte
Josef Stalin
Mohandas Gandhi
and on, and on....
.
.
Tenser, said the Tensor.
Tension, apprehension, and dissension have begun.

The story of the movie took place about 2 thousand years ago, and back then uniting the warring states was the only way of bringing peace and ending the suffering of the people.

Back then the human race hadn't invented federal government yet. :)

The message is sacrificing oneself for the greater good, for the sake of millions.

So very poetic. But only in movies. Never in real life! Who's willing to sacrifice oneself for others?

Effective trolling is art.

My problem with the "message" is that if felt hamfisted and contrived solely to weave the context of China's modern strength and parallel it with this ancient story. I'm of the school of thought that the conquering ruler wanted absolute power and that the story of the Hero and the renegade assassins was pure propaganda to solidify the conquering emperor's designs for complete rule.

Case in point, I doubt the people of Tibet feel any attraction to this story even though they are technically "Chinese" by nationality.

The notion that the Emperor must be ruthless to consolidate the nation (and his power) is a recurring theme in Jang Ymou’s films: Hero, Curse of the Golden Flower, House of Flying Daggers and even in The Great Wall. He’s not going to abandon this theme. One may disagree with Ymou’s view, but you have to respect himfor his consistency. I found this to be a wonderful movie with, as always with this director, outstanding production design and cinematography. In case you can’t guess, I like him very much.