Animal Kingdom did not made me feel like crime life is good and murder there felt badly. Similar with American Psycho. Westworld made mass murder by the end feel fine, a bit sad at maximum, while Game of Thrones made them feel disgusting. People don't root for sociopaths or even good guys in Game of Thrones as much. So I think a lot of admiration for sociopaths comes from how they are shown on screen, what kind of music is played etc, and not just from what they technically do.

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.