It's probably for the same reason why TV shows and movies about serial killers and psychopaths are popular. They have interesting methods and thought processes that we find fun to watch, maybe even dissect, even though we may not fully understand them. There's a certain level of mystery behind them and a thrill you get from watching them do their thing.
And at the end of the day who doesn't love a good villain, plus being a cute anime girl doesn't hurt their chances at being popular either.
