When I was a little kid, somewhere around 7 or 8 years old, I was in love with being a hero. I loved Superman, and all the goodness in the world. But something happened to me around that time (I don't know/remember what), and all that went away. My fandom & worship changed. My love for Superman died, and my interest in Batman was born. But the more interesting thing was I stopped being interested in heroes and became focused on villains. For a long time, I didn't know why, but I've long since figured it out.
Your traditional hero (which does NOT include the more fun anti-hero), is someone who is a solid dependable person. They believe in the rules of society and that everyone is a decent being worthy of trust and all that comes with it. All of them are like that. Every. Single. One. After awhile, that gets really fucking boring! But the villains are totally different.
All these cookie-cutter heroes get pit against a variety of evil-doers and each one is unique. Each one was vibrant, and amazing. They all had different motivations, different views on the morality of their actions, as well as the morality of society around them. It is so much more interesting exploring the mindset of the villains, and seeing things from their perspective. Looking at how they cut through all the accepted behavior of society to see things in what appears to be a much more accurate way. And you can learn so much from that world view.
Challenging the images you have in your head of how life is or should be in the extreme way that can only be brought about by a real villain, shows you what you truly value in life. It breaks the illusion that humanity is really as civilized as it would claim to be. It shines a harsh light on the true dual nature of humanity, and how that dichotomy is the true testament of the strength of our species. Now, granted, I would never want to actually meet any people of the likes of Darth Vader, Hannibal Lector, Lex Luthor, Erik Lehnsherr, Norman Bates, or Gordon Gekko in real life. But I can fully appreciate their appeal and contributions to society.