When I was in the military, half of our platoon was hanging out before formation one day and talking about comic books and decided to take a vote on which each Marine would rather be: a superhero or supervillain. I thought the subject matter was a bit silly, but I participated anyway. I was surprised when I was only one of three guys who said hero over villain. I figured with the indoctrination of the Corps and general patriotic pride in the US military, the majority would at least want to view themselves as heroic. Plenty of evil has been committed in the name of "heroism" so the fact that some of our troops would rather be regarded as villainous was a frightening thought.
In a simplistic view, villainy is characterized by selfishness and heroism as selflessness, though many so-called heroes have selfish motivations disguised as selfless acts. In general, I find heroes more intriguing than villains because they are dealing with the same selfish impulses that everyone else does and they try to resist them for the greater good; whereas, villains give in to their base desires at the expense of others; disregarding the fact that other people deserve to be treated with respect and dignity. I don't find such people pleasant to be around even when abiding by the law.
Morality, however, is a bit subjective sometimes which blurs the distinction between good vs evil and heroes vs villains. Some villains are intriguing from an analytical perspective regarding their psychological motivations, particularly when their crimes are extreme or especially heinous and out of the ordinary.
I think people who are attracted to power are more inclined to find villains admirable in some way, such as serial killer groupies. It's astounding how many women were enthralled by Ted Bundy despite his grotesque sexual crimes against his victims. I don't think these women were overwhelmed with empathy for this deranged man or some kind of misplaced compassion, as much as a sick adoration for his infamy and the sensational attention that his crimes attracted, like a form of high social status compared to the average boring male who abides by the law and has respect for other people. It's like the bad boy trope taken to the extreme. It goes way beyond having confidence and a charming persona.