Something similar happens with Vic Mackey in The Shield: he starts as a morally grey antihero (if you forget he's a cop killer, of course) but gradually turns into something else. He's selfish, murderous and in the end doesn't really put his friends first, contrary to what he claims. He's a fascinating character, but not someone we should root for! (But we still do!)
It seems like this is an obvious read, right up until I see people mystified by these shows. "Better to be hated than pitied" is a simple enough sentiment, and if it comes alongside direction and certainty than all the better - even the certainty of having no way out.
Most people don't actually do that, thank god, because they have consciences. But it's simple enough to understand "I want to just commit to something, anything, and stop feeling empty" as a principle. Hell, Jim Profit literally slept in a cardboard box every night and people wanted to be him.