The TVTropes Trope Finder is where you can come to ask questions like "Do we have this one?" and "What's the trope about...?" Trying to rediscover a long lost show or other medium but need a little help? Head to Media Finder and try your luck there. Want to propose a new trope? You should be over at You Know, That Thing Where.
Could be The Unsolved Mystery; several of the examples deal with murderers that are never caught. It might depend slightly on how heavily the mystery aspect is played up in this film.
Good Cannot Comprehend Evil if they can't accept that the villain might not really have an understandable reason and keep searching for an answer that doesn't exist.
{nods} In this case, it was very much a matter of near the end, the character says that they have deep motives and he wants the characters he's spared to understand... then he chloroforms them and prepares to disfigure and chop them up.
My wife and I finished watching He's Out There last night and one thing we agreed upon was that the villain acted like he had a motive, but what it was was very unclear. Is there a trope for that?