One of the major antagonists of JoJo's Bizarre Adventure is the one and only Dio Brando, the only child of the bitter drunkard Dario Brando. He was born in the Victorian era and learned to loathe the wealthy but pompous Joestar family, from George Joestar to his son Jonathan. Dio suffered a miserable childhood, and that helped shape him into the villain that he became, but he didn't win over anyone's heart.
Some villains are at least somewhat sympathetic deep down, based on how they are written, but that is not the case with Dio Brando. In Phantom Blood and Stardust Crusaders alike, he is an almost satirically wicked villain, which makes him fun to watch but absolutely impossible to root for in any way. He exists only for the heroes to destroy.
It's Me, Dio!
Dio's grew up with very little besides the commoner's clothes on his back and his bedridden, drunken father Dario. For all his big talk, Dio was sometimes bullied. He often angered the locals with his superior chess skills and his bragging, and the adults around him were quick to put him in his place. Dio secretly envied the power and prestige of the Joestar family, with his equally envious father spurring on those feelings. By the time Dario died, Dio thought very poorly of his father, disrespecting him at his tombstone. Dio was certain that there must be more in store for him than this, and he thought that he was owed a better life.
At this point, it would be conceivable for Dio to become a somewhat sympathetic villain if he realized the error of his ways. Instead, he dove even deeper into the waters of villainy. Once he was adopted into the Joestar family, he immediately began tormenting Jonathan Joestar and his foster brother. His first meeting with Jonathan literally has him kicking a dog! He was caught poisoning George Joestar and feigned guilt, then donned the stone Aztec mask and became a vampire. He burned down the Joestar estate, tried to kill Jonathan, kiledl George, kidnapped Erina and tried to become the lord of the land. In Stardust Crusaders, he tried to conquer the entire world, recruiting many Stand users to fight for him and rewarded them only with mind-controlling flesh buds.
Dio gave nothing in return to anyone else. Everything was about him, from his envy of the Joestars to his ques to become king of the world and even his speech. His dialogue can often be translated to him saying "I, Dio," almost comically arrogant. He never cared for any of his minions. He wasn't even trying to topple the Joestars or become a lord for the sake of other downtrodden people like him. It entirely about selfish personal gain. If DIO's villainy isn't even motivated by the sake of other people, there was absolutely nothing making him sympathetic or redeemable.
DIO And Other Villains
It's a nearly universal trait in storytelling that acting on behalf of others is at least sympathetic in some degree, and acting for one's own sake is often the quick path to evil. Dio made everything about him. In this way, he parallels the homunculus Father from Fullmetal Alchemist: Brotherhood. Like Dio, Father started small, and dreamed of godhood to escape his powerless state. He wasn't trying to make a world for chosen people; he was using and exploiting everyone around him. Within the JoJo franchise, Yoshikage Kira, the serial killer haunting Morioh Town, is much the same way. He just wanted a quiet, peaceful life where he was free to murder women and "date" their hands. Then there's All For One, the Quirk-stealing villain of My Hero Academia, who was obsessed with Quirk collecting. He had minions, but not friends, with the semi-exception of Tomura Shigaraki.
Other villains are still wicked, but seem downright lovable compared to Dio. Stain the hero killer was vicious, but he truly wanted to make a world where only legitimate, selfless heroes could serve, rather than self-centered glory hogs like Mt. Lady or Endeavor. He was acting for the sake of others, albeit brutally and illegally. Even the leaders of the Marley Empire in Attack on Titan were trying to maintain their nation and protect its many people from their neighbors, and the Viking warrior Askeladd in Vinland Saga despised war and wanted to find a new, peaceful land where his fellow Celts could live. Dio, however, could only ever think of himself, to the very end.