Michael learned exactly what the organization that Sonya and Burke do this week, as James laid it out for him to face the "Nature of the Beast." Yes, he and his operatives find monsters and eliminate them.
James certainly has a nice sales pitch for joining his team. To be fair to James, in a lot of ways his mission fits Michael better than working for the CIA. Which made me wonder for a few minutes if Burn Notice might be going for a"dark side" anti-hero ending to the series.