The first time we see someone onscreen, we form certain assumptions about them. But we don’t want all of those expectations to be confirmed. The moment we bond with them is the moment we realize that they’re more (or less) than they appear to be. But too many heroes are easy to figure out from the moment we see them. Everything anyone would assume about them, good or bad, turns out to be true.
What happens when Tony Soprano, Don Draper, Vic Mackey have a moment of private time? They melt down. They’re totally confident and super-competent in public, but when they’re not on display they each become a tortured mess. Compare them to David Caruso’s ultra-thin character “Horatio” on “CSI Miami”… He’s basically who he appears to be. His public and private personas are the same. He’s not complex.
There’s a great line in the Tick cartoon, when two parents discover that their young child is a supervillain, and always has been. At first, they’re in total denial, but after the facts have had a while to sink in, the mom finally comes to a realization: “You’re… you’re not misunderstood at all, are you?” Up until then, of course, they were able to accept and sympathize with all of their child’s evil actions as long as they could believe that he was misunderstood. The sympathy only breaks when they realize he’s merely what he appears to be. Audiences feel the same way about their heroes.
Tony, Don, and Vic do despicable stuff all day long, but we still love them because we see that that’s not all they are. Horatio, on the other hand, is a much more upstanding guy, the kind that might save a few cats, but even fans of the show despise him, because he’s just not misunderstood. (Which is not to say that you have to avoid ethically clean characters. Vic’s by-the-book colleague Dutch on “The Shield” was an equally complex example of a troubled, misunderstood hero.)
(Note: in the comments, you’ll learn that I originally singled out NCIS as the bad example here, but the commenters convinced me that that wasn’t fair. A leader cannot survive without the consent of the governed.)