One of the most bizarre things about us humans is that we're programmed to enjoy some pretty nasty stuff. Just think about how much of our entertainment involves murder, drugs, war, crime, betrayal... the list goes on and on, and it's actually crazy to think how "normal" a lot of these things feel when you're watching them on the telly.
Maybe it's because we'll never be involved in any of those things ourselves (hopefully), and there's a certain thrill in watching someone else take all that heat on our behalf. These sinister characters feel a lot more interesting because they're living dangerously, which can be an attractive attribute when compared to your average and generic goody-two-shoes hero.
There are dozens of characters like this on TV, from obsessive stalkers to international criminals to full-on cannibals, and yet, despite how creepy they are, they're incredibly easy to root for because of their intelligence, charm, and - sometimes - their relatable goals, with most troubled characters looking for something basic like power or love, despite the unconventional methods they may use to get there.
You wouldn't want to encounter any of these people in real life, but hot darn, their creepiness was really hard to hate.