Same reason I like heroes:

They're interesting and I like to try and figure out their reasons for why they're doing the things they are/how they got to where they are/what motivates them and why.

A villain is a hero in their own story the same way the hero is the villain in that same story.

In short? Villain, hero, antihero, quasi-villain, line skirter, etc doesn't matter to me; interesting is interesting. If I like the character and get invested? I'm in for the long run.