I can't entirely blame them, almost all of the media they've grown up with has tried to assign some kind of moral complexity to its villains. When something tries to go for something simpler, a villain or race of villains that are as straightforward as can be, they get frustrated because the writing isn't what they've come to expect. That lack of something "more" to the villains is called bad, because it is "less" than what they have seen. Even Fist of the North Star had Kenshiro bury Shin even though he was the biggest dickhead and completely ruined Kenshiro's life. What the kids don't understand is that it's ok for something to be as simple as "CRUSH DEMONS. KILL DEMONS. SLICE A DEMON HEAD OFF WITH A KATANA"