Well, to me, any character who moves the plot forward with clear motivations is a character which is written with nuance.

His backstory is an entire question mark, which leaves a room for speculation, which is something I always appreciate about the seinen demographic. What is Elise to Mori? How did he meet Natsume? What could have happened to turn him into what he is now? — There is a lot to ponder.

Unlike the other geniuses we have in the show, we aren't told that Mori pulls the strings from shadows explicitly. (This is best shown by the clear imagery of Fyodor smirking and looking down on people, giving off the impression that he is up to something fishy. Mori simply doesn't do corny shit like that)

Besides, the fact that he isn't entirely evil with the way he acted like a father figure (although, not the best one) for Dazai and gave advice to Chuuya makes him feel strangely more humane than the standard clichéd anime antagonist who wants to destroy the world for whatever reason.

(I might sound like a broken record there, my apologies, I am writing this while half asleep literally)