Everybody loves a winner. The English love the under-dog. We can allow ourselves the admiration, if the downfall is assured. The closest I can come is Garbo in Queen Christina , but she is no shop-soiled heroine, only a female usurping a male role. In part, because the process of gaining sympathy for the villain is a process of seduction.
Power is attractive and aphrodisiac.
In fantasy we can't be hurt.