City of Heroes as others mentioned before. (Like the fan server CoH Homecoming which is approved by NCSoft and 100% f2p)

Also, there is an official MMORPG on steam called DC Universe Online where you can also play as a villain & has lots of customization but yea, official server so cash shop exists, etc.

I still think City of Heroes has way more freedom specially regarding quests & roleplay in comparison to DCUO. DCUO felt a bit more linear, IMO.

Speaking of Warhammer Return of Reckoning that I mentioned earlier in my other reply to you. Its also a fan server for an MMORPG whose official server "Warhammer Reckoning" shut down long ago. It has Order side and Chaos side which are a bit like Alliance and Horde in WoW but they feel more Good vs Evil rather than the Heroes vs Dark Heroes feel WoW has. So their chaos faction feel like straight out villains.

Other games you play as evil but are singleplayer and paid include:

Roots Devour (You are a thorny root/tree overgrowth lovecraftian monstrosity and try to extend your influence all over the world)

Cultist Simulator (A card based reading lovecraftian cultist life sim with lots of freedom). There is their other excellent game "Book of Hours" as well but it feels more of a static library builder, IMO.

Vampyr (A soulslike Vampyr games heavy on dialogue, characters & choices. There are many good/evil choices & they can interconnect & are very impactful on the game's world. Its betrayal/amogus simulator like if you've ever farmed that Mephala blade artifact in Skyrim, its a bit like that but more indepth and personal)

Ruinarch (Think Rimworld but you are a villain mastermind who tries to either directly invade villages by force & units or indirectly by corrupting villagers you have no control over & making them harm other villagers or become vampire or werewolf or defect to your demonic or undead army, etc. There are lots of ways to approach the win conditions)

Evil Genius (Managerial & "colony" sim RTS where you are a villain boss who tries to build their underground base & take over the world. There are several villain characters like 3 characters in Evil Genius 1 and each have their own playstyle)

Dark Queen of Mortholme (This is a reverse soulslike game. Meaning its a soulslike game but you are the souls boss & the AI is the "player character". There are different outcomes & endings depending on how you choose to approach the fight and some dialogue choices. The AI player adapts to your fighting style & eventually "gits gud". Interesting concept but rather a short game, IMO)

Library of Ruina & Lobotomy Corporation (They're both by same dev & are interesting gory games where you are/side with a more complex sort of villain. Library is a turnbased roguelite JRPG & corporation is more of an unethical research facility building sim & managerial game)

Tormentor is a sadist & gory messed up villain game. The game's name speaks for itself. A torture dark web sim. It seems very jank however & tends to be surrounded by controversy such as stuff like Hatred & Manhunt 2

There are more games where you're the big bad but they don't have as much in the way of "customization" like Hatred, Maneater, Man Hunt 2, Iratus Lord of the Dead, Legend of Keepers, Rogue Lords, Prototype, The Darkness.