
because depth makes a character more interesting, more complex, more real. and also as humans we seek to understand abnormal human behavior, nothing is ever black and white, psychopaths can be very different from each other in terms of action and their thought process is fascinating.
i havent actually read this story so i cant comment on the writing, but your first sentence sounds very general speaking, so here is my very general answer.

i never really liked bleach so im not going to go down that rant, but if you want to talk anime/manga, Johan and Griffith are much more interesting villains to me
and joker doesnt have depth? are you being fr?? his character has many different versions, many different interpretations, the evolution and the idea itself of joker has gone way beyond the 60s camp batman show type of character writing.
"We don't need morality to explain killing people for selfish desires."
what does that have to do with having or not having depth? its not mutually exclusive yk.
and dont misunderstand, i like my villains who are evil for the sake of it and nothing more, that can be fun.
but there is a reason why a villain like Hannibal is so compelling and fascinating.

well ledger also put on a really really good performance, he truly immersed himself in the unhinged psychotic aspect of the character (and there is also his untimely death forever associated).
i still stand by my words tho,
ledgers joker is fun, but a villain like homelander for example is much more interesting.
i would even go as far as to say homelander is the best villain of the superhero genre tv/movies (but thats also partially due to phenomenal acting).
all in all, characters work within their context, sometimes depth is necessary, sometimes its good ambiguous, sometimes the whole purpose is just evil.
if people are complaining here, maybe something isnt working, i wouldn't put it past a yaoi to have bad writing.
I'm sorry but I don't know why people want villains to have depth. What you want?? The story is already there. Ml is a psychopath who is obsessed with MC. It's that simple. He will do villainous shit to keep the MC by his side. He doesn't care how fucked up he is. If you stand in his way you'll get it, it's that simple for him. I don't know why y'all thought he'd go easy on the director who's only fatal mistake was showing interest in the MC. I'm sorry for death of director but psychopaths don't care about morality. They are mentally ill so it's often the job of the potential victim to get away. You will not be spared if you are in their line of vision. Remember death is game over for everyone. Don't try to even antagonise them just get away.