Let's see. In the case where the heroes are portrayed like Real enthusiast, an honorable and polite character it does get bored down the line. You don't get to see people with this much positivity in real life, that it is almost child-like innocent. Which is actually good, but.. simply too rare. And suddenly the villains who just simply went with what they want and how they like it seems more expressive and realistic. Some villains are designed with the opposite personalities of the main character. And like people that loves apple, there are people who hated it.
Like Doctor Drakken in Kim Possible, or Doctor doofenshmirtz in Phineas and Ferb. Some villains tend to have more personalities that it actually made them look... not as bad as they wanted to. They seemed to have more character than just being bad trying to take over the world thing.
Joker in the Killing Joke (very well written) was portrayed to have a background of life crisis, which felt heartbroken. Most who have experienced poor living or money issues (I believe its a norm) would have felt that and can relate instantly.
Also, most villains that aren't seriously crazy out of the head is actually cool. Tai Lung or Lord Shen in Kung Fu Panda actually has some funny characteristic. They are bad, strict on their principle and they have (or had) visions, and once they show that other side which are mistreated and misunderstood its hard not to feel sympathy towards them.
All that, or simply, because people likes to be bad or mischevious sometimes. =)