I think part of the reason people find psychopaths interesting is because the rest of us are just boggled by how little is going on inside their heads. Not in the sense that they're stupid, but in the sense that their motives are actually quite simple, and the rest of us are generally wandering around acting on motivations so tangled and baffling that the idea of someone who just goes after what they wants without regard for anything or anyone else is sort of baffling. Surely there's got to be more to it. Mental reservations! Lines they would not cross! But no.

And clearly some people find this attractive, at least in the abstract as a trait in fictional characters.