My guess is that's miscommunication for the most part? At least I hope so, because that'd be plain bad writing. I think what people actually mean is "I don't want them to have a cliche tragic backstory" - and there's the catch. Good writer should know how to reveal villain's background and motives without making it seem like "an excuse", but "an explanation". Not to mention, avoid cliches.

As I said before, I believe a middle ground is the best way to handle villain such as Nikolai. He's different from Port Mafia who do bad for sake of the city and retain a codex, Fitzgerald who did it for his family, Fukuchi who did it for misguided world peace - to hell, he's different even from Fyodor who's supposedly doing all that evil for the greater good. On the face of it Nikolai has no motives, thus "pure evil".

But that's oversimplification. Nikolai's reasoning is far more abstract - and absurd. No 'normal' human views life that way, it takes time for vision to distort that much. However he never needed anything "traumatic" to happen in order to come up with an elaborate self-destructive philosophy, at least not in conventional terms of "traumatic". It can be a set of circumstances over lengthy period of time where no event on its own is "radicalizing" enough but when put together resulted in Nikolai feeling trapped in own skull and wishing to escape himself.

Nikolai claims he's obsessed with freedom but in reality he's obsessed with controlling himself. Meaning he must have felt life is out of his control at some point, and likely still does. Can be due to circumstances, but also due to loneliness or his mind (allegory for mental illness). On one hand you have his need for independence and fear of vulnerability/closeness. On the other innate instinct for connection; emotions and loneliness he must feel as part of being human. Ultimately he's at the war with himself. How he ended up with such a mess in head is up in the air, but I don't think a singular event is responsible. It's a gradual decay.

I doubt we'll ever get any significant information on his background. Maybe bit here or there but nothing sufficient to build the whole picture. That's for two reasons. From practical viewpoint it'll be a waste. Save for Fyodor and Sigma (whom he met recently) Nikolai has no ties to any other character. Logically we will never get a novel on a character like Nikolai because, save for him, everything would have to be made from a scratch - new characters, setting, motifs connecting to the main story etc.

From thematical viewpoint Nikolai's character profits on being enshrouded in mystery. Take your average horror movie for an instance - suspense and mystery add greatly to the perception of danger. Once veil is pulled effect is lost. Nikolai is a character you're never meant to understand fully - because he doesn't understand himself fully. He's supposed to be confusing and contradicting. He's a jester who not only fools the audience but himself as well. Line between authenticity and charade being blurred is the entire point.

As for Fyodor, I'm sure his background will be revealed in time (maybe with a novel). However I doubt we will ever get to know everything. In reality we'll likely be revealed enough to get a gist of his motives and what shaped them. I think it's safe to say he's the byproduct of time and good old "path to the hell is paved in good intentions". Fyodor may have had machiavellian inclinations from the start but passage of time honed him into 'a demon' we see now.