Okay, this reveals a lot about the people who want to play evil ones.
Well, they dont want to play clear evil. Most of them just want to do everything they want. They dont understand what is "to be good". They understand only "what is good for me and no matter if its bad for you". Evil hero is symbol to do everything freely, selfishly, without restrictions - and thats what they want. Its a way to escape from a world.
Its not easy and obvious thing to listen to others, to be able to create and have bonds, to abide laws or traditions, to learn, to self-develop. You must be educated from childhood to accept it and learn how to communicate and live in society. Only children wants everything quickly, without work and without restrictions - and many things can be "restrictive" - to be kind to friends it also some kind of restriction and needs to be learnt. To abide the law in society, to respect older generation, to work hard to buy something expensive - its also some kind of restriction and need some work. If so many people are selfish or dumb and want everything easy and quickly (unfortunately "dumb" is really the right word), its logical that companies (TV, movie/game/music industry etc) present them everything in their way of thinking. Companies just wants to earn money. Evil heroes are only an example of this trend.
And yes, its definitely mindless... But what can we do about it? To create and support games that are fun but also have some "EDUCATIONAL VALUE"? Nothing obvious and distracting, but something deeper in characters, in a story and actions of NPCs that will grab you to think about it? Maybe...
Maybe its off topic, but definitely interesting topic.