There's a recent thread in the antisocial personality disorder forum about why psychopaths and sociopaths seek help and whether or not they know they are different. From what I can tell, they are fully aware that they and their behaviour are different from neurotypicals but they don't care. They seem to revel in the differences and believe that their cold calculating ways make them superior.

Even the most extreme, criminal, psychopaths realize that some actions are acceptable by society and/or seen as normal, and others not, otherwise they would not try to and be successful in concealing their crimes.