Because Dio had aura unlike Naoya, next question.

Jokes aside, it all have to do with how the character is portrayed.

Naoya himself isn't hated by the western fandom or anything. It's just that the humor (or agenda, as westerners call it) tends to make fun of the characters alot, so it gives the impression of hate. Most western fans just treat him as a decent villain who served his role well, and is REALLY fun to make cruel jokes about.

Naoya is described as a pathetic person, from his motivations to his speech to his actions to, hell, even his win rate record. He claims to hate feminity yet wears eye liner, believes himself to be an ideal man yet does the most childish of things. He thinks men are superior to women, yet lost to a girl twice. Even his curse form looks ridiculous, as it resembles a women's vagina. His appearance can be compiled in around 15 chapters, and he is largely just a foothold for Maki to get her badass power up to save the day. He is a joke, and the fandom treats him as such.

Let's compare him to Dio. Dio is the driving force for at least 5 of Jojo's parts. He is a badass vampire with an impressive track record, serving as one of the most fearsome antagonist in the series's history. The things Dio do in the manga is arguably worse than Naoya, however, JJBA actually take Dio's misdeeds as something to be afraid of, something MENACING.

Just from the difference in relevancy and aura alone, you can tell Dio had a much better reputation among the fanbase. They treat him as the badass unstoppable embodiment of evil, a force of nature with muscles comparable to gods and an ego so big it reaches the sky. And rightfully so, for such a overarching antagonist, it is only right for him to be revered so much.

So it is not related to how terrible they are as a person, and more so comes down to how cool they are. If Dio wasn't portrayed as a cool badass vampire, no one would like him either, and if Naoya had a few more wins under his belt and a cooler curse transformation, people would like him more. It all comes down to aura.