There's a strange but undeniable pleasurable to be taken from a great villain; a character we love to hate, or sometimes hate to love.
The more contemptible they are, the more compelling they become. In their cruelty, inhumanity and sadism, these figures come to embody the frustrations of our own lives, from the minor annoyances of day-to-day existence to larger-scale, global, sociopolitical anxieties.
Our hope to see the good guys prevail is equidistant to our desire to see the bad guys get their just desserts, preferably in as unpleasant a manner as possible... even if, in their back of our minds, there's the nagging suspicion that the story may be a lot less interesting once they're out of the picture. (Luke Cage/Cottonmouth, I'm looking in your direction.)
The recent advances in TV drama - both in artistic/creative terms, and allowance for the sort of explicit content that wouldn't have been allowed in decades past - have led to the format giving us many of the most deliciously detestable characters to have graced screens in recent years.
After all, a movie may give us 90-120 minutes to grow to hate a character; TV gives us hours, weeks, maybe months or even years of build-up... which makes the ultimate pay-off all the more rewarding.