No one is born evil, meaning that turning evil typically requires some sort of tragic past, and because of this fact, the hallowed halls of cinema are filled with villains you can sympathize with. It seems to be that the more evil a villain is, the more tragic of a backstory they possess. Whether or not these backstories absolve them of their transgressions can be debated, but no amount of debating can stop audiences from feeling bad as they watch the harrowing lives of these characters come to a tragic end.
Sometimes, villains you feel sorry for are sympathetic not because of their backstory but because, at the end of the day, they're actually sort of right. Other times, though, there's no sob story in existence that could possibly begin to justify their horrific actions.