I understand what you mean) I think that in addition to courage and determination to confront something bright, society, the villain is more than anyone else who goes through the drama, carries it inside himself. I think that behind the image of many villains is a sad story, which serves as a trigger.
Now the image of the Grinch came to mind) do you remember what happened to him in childhood? lol
Perhaps this is what attracts us, we bring it closer to the villains? Because in the lives of many people there were sad and dramatic moments.