In essence, those that get their 'plan' from the TV/gestalt just need to volunteer more and travel.
A while back I got very interested in Lucian Freud, moreso for the relationships he had with his portrait subjects rather than the portraits themselves. Long story short many of these relationships became romantic (many even led to children), but across both the romantic and non-romantic ones the subjects seemed to find Freud's keen (even selfish) interest in portraying them seductive. He could be demanding, cruel, temperamental, etc. but he was fundamentally a talented painter who was very simple to understand: he wanted to paint you, he was very interested in you, and didn't much care about how this affected you. For the reasons you outline, at least a broad subset of people find this kind of singular character (literally) attractive.
Similarly, I like horror movies a lot. But, it is not nearly the same as video of real person suffering (or realistic portrayal). I don't like those at all. Horrors are made to feel you fake bad and it is similar with most popular movies about sociopaths.
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The reason TV sociopaths are admired is that they are on TV. They have a story.
Do you really admire Tony Soprano? Which part? His loveless marriage to a crazy person? A mistress who is even crazier? His gigantic belly and panic attacks? The fact that no one actually likes him? That his daughter was dating a black guy? ("I wouldn't have a problem with that." Yes you would if you were Tony.) What part do you admire?
The answer you tell yourself is you admire his power, that he can do whatever he wants. No he can't. The whole show was nothing but repeated examples of how limited his options were. The things you think you admire-- having hot sex with the other crazy woman at his psychiatrist's office, eating microwaved Sysco at Italian restaurants, avoiding his wife-- can be done by anyone, you don't need to be Tony to do it. But when you do it.... it just doesn't feel the same. I know.
What people admire about Tony isn't his freedom; that thing you think is freedom is actually the lack of freedom. His story. His identity-- that he has one, an obvious one, a clear one. Tony Soprano is not free, his behavior is completely tethered to what makes sense for his character. He acts exactly like Tony Soprano would act. That's what people want: the limitations of that identity: if I know who I am, I know what I am capable of, I know my strengths and my limits, I know how I'd react to unknown dangers. And I want other people to know this. If other people know who I am, I wouldn't have to keep proving myself. Strike that: I wouldn't have to prove myself in the first place.
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Translating to the present topic, what makes Jordan Belfort attractive is not his role as "rich stock trader crook" or the cars and yachts that go with it, it's that he has a role and is confident that that is his role, as opposed to, let's say, oscillating between "Maybe I should start day trading" and "Maybe I should write the great American novel" and "Maybe I should write an indie game" but never doing any of them because that would remove the option of doing the other ones.
0: https://thelastpsychiatrist.com/2012/04/why_we_love_sociopat...