Bad Guys We Love but Probably Shouldn't

I was watching Se7en the other day and it dawned on me that at the end, I'm actually sort of rooting for the bad guy to get away with it. A serial killer gets my vote for winning the day? What the hell?

So I had to examine why. What is going on in the story that I'm actually cheering for the antagonist to see his wicked plans come to fruition?

Nathan Bransford once mentioned on his blog that characters, even bad characters, have to be redeemable to be likable. I see this. I think it gives us some sympathy and humanity to relate to. Sure, Shaw is a major tool in Jaws, but when he takes a swipe at a higher social class and recites that haunting story of being in the water while sharks ate his war buddies, it draws the audience into his world, his life, and ultimately, his point of view.

I examined Se7en and the antagonist's twisted, brilliant opus, and I had to ask myself if I found him to be a redeemable character. His message is grounded in teaching the world a lesson, and there's something epically Lex Luthorian about how it's executed, especially how he fulfills the last two sins, but I am not sure that his desire to teach humanity a lesson makes him redeemable enough.

Am I just a sucker for brilliant psychopaths in fiction or is something else going on?