Well, keep in mind that Hollywood goes to great lengths to "sell" their villains well. A one sided villain that you're simply supposed to hate doesn't sell as well as, say, Loki, who, despite being certainly evil, is charming, and occasionally straight funny. It, by nature, creates a sort of mystique about the character, that being, I think, the point in which your concern is brought into play. There's a sort of sex appeal there.

In contrast, you have the good guy. Equally powerful, but, let's be honest, a little bland in comparison, no? Boring, in a word. They don't have to sell him quite so well, as you're, by instinct and basic plot comprehension (when was the last time you thought victory wasn't assured for the good guy?), already at least partially behind him. And without the villain, there's no real point for the hero in the film...the hero, in part, gets his appreciation to the audience by surmounting this insurmountable threat. In other words, in large part, the magnitude of the villain creates almost directly the level of respect we as the audience have for the hero.

So, before I get more sidetracked, I think it's largely due to the mystique and the power the villain holds. I got a little too "movie critic" there.