This is going to be about sex appeal, isn’t it? You have a problem with that? No? Good.
We all like sex appeal. A little bit of danger is pretty nifty, too. Doing anything your mother warned you against can be fun and the whole shebang can take place in your imagination, so you can go wild anytime you want to.
No one likes a boring Bad Guy. Being a thug just will not cut it, either. Not on its own. In the same way, no one wants some pure-as-snow Good Guy. Most people enjoy real characterization that they can identify with to whatever degree. We want to understand the good strengths of the villain just as we want to understand the weaknesses of the hero. None of us are perfect. That means we can kind of be heroes, too, because we have the same weaknesses, or at least something like them. Or you can side with the Bad Guy – it’s all good fun.