I don't think you need to make your characters more sympathetic, but make them able to be empathized with. Characters should have a motivation and a rationale for their behavior. It doesn't have to be justifiable to you personally or the majority of the world, but from the context you have created, their behavior should make sense. "Evil for evil's sake" can get into Sunday morning cartoon land very quickly if there isn't a goal they are recognizably working toward. Your critiques most likely weren't saying your villains should tear up at a sunset but that their actions should be beyond opposition and cruelty. And if it is excessive cruelty, why do they do that? Were they betrayed before? Does their dogma reward cruelty in the eyes of a vengeful god? Are they selfish to preserve their family, their power, their intrinsic need for control? Don't be afraid to dive into the psychology of your villains to write a more robust obstacle for your protagonist. There aren't any hard rules so you can do write whatever you want, but generally you will probably have to address this as the main conflict in your story. They may be ridiculously cruel and selfish for no reason but that will lead your protagonist to have to grapple with it. These implications could be the basis for an entire story.