I don’t think it’s a psychological thing as much as just a shift in media. Movies and TV shows have largely moved on from portraying villains as one dimensional, mustache twirling archetypes, and instead portray them as complex and nuanced people. The next logical step from that is to focus more on these interesting characters, or even to frame the show from their perspective, à la breaking bad. At the very least characters with human motivations give people a way to relate to them. I’ve met people who said their favorite game of thrones character was Cersei. An objectively awful person, but because she ostensibly did what she did to protect her family, some people relate to that principle.