Generally, we often expect villains to gave more engrossing backstories that even the hero we are rooting for. This is because, in order to have a genuinely sympathetic villain, you need their past to explain why they've become so rotten, and to possibly suggest that, had things been different, they could have done good instead of evil. Or, if they are just outright evil, they at least need an origin that shows them doing some devilish things so we can boo.
That said, not every villain has a backstory worth writing home about. Because more villains are needed in comics than heroes, many are made without the most thought going into what their past might have been like, resulting in either lacklustre or downright strange histories behind the characters.
On a slightly different note, many villains also have existed for long enough that their origin stories were made almost silly on purpose, as many classic supervillains were made in a time where you didn't want that much sad to happen in a comic, especially to the bad guy you're supposed to not feel for.
Either way, some genuinely wonderful villains have ended up with some surreal backstories - even if these eventually got changed the moment somebody realised how weird they really were.