This character hates democracy and scorns human rights. He (and it's usually a he) forces everyone to obey some arbitrary dictums, be they his own, originating from his boss or his religion, if he has one. He will punish disobedience in the most cruel ways. He will not tolerate anyone who disagrees with his Truth-with-a-capital-T. Sounds like a horrible totalitarian jerk? Well, he is.
But somehow this character is still considered cool or badass. Maybe most of his victims are genuinely dangerous for society. Maybe it's the badass aesthetics. Maybe his ideals are not utter hogwash. And, most importantly, this character is genuinely honest. He really believes in whatever ideals he declares and subjects himself to the same regulations he enforces on others. As the result, we end up sympathizing with him.