I think we want to have more control about what happens to us since a lot of people are losing confidence in traditinoal authority figures. It depends on how much I want to bang my head against a wall. Both require a different set of approvals, but in a novel I can be reasonably sure that my vision and my story line will survive to the final cut. More sometimes than I recognize myself. When I thought I was creating a more original character.
Evil characters can be a lot of fun because they never think they're evil.
It's a great way to work out some of the frustrations I have in everyday life. Again, it depends on the story. I tend to have some understanding of a greater power in stories where it is appropriate. Things that make me laugh. For example, watching B5 always makes me want to go and write space opera.