The idea of romantic love turning a guy away from the
dark side is a powerful fantasy, if the sales of romance
novels featuring "badass boys" of one sort or another is
any indication.

The fascination involved with violating a taboo can itself
stir sexual interest--unless and until someone ends up
getting hurt (emotionally, physically, and so on).

I don't know if there are other reasons, but those two
reasons by themselves can easily explain why people can find
themselves experiencing sexual attraction to a villain.