My wife and I agree that we like watching shows & movies with rough characters because we believe they are redeemable. A person can make you cringe with their choice of words and actions, but if they give you glimpses of having the potential for positive change it makes you keep watching. Part of it is my desire to see them turn things around and become a better person.
At the heart of it I think it's because I want to believe that I am redeemable as well. I need to know that in spite of my many flaws and a past scattered with poor decision-making, I can be rescued. In fact, I already have been. The gratitude & allegiance I feel to God for saving me fuels me to want to see it on others too. Our other choice is to believe that we are only the sum of our mistakes and that there is no hope. It's a good thing that I know better than that.