Sympathize, is the term here, I don't think is totally applicable in every situation, I think. I agree that Victor Doom lacks an element, well clinically I guess he's tragic figure BASED on his background but that's if we attribute that everyone knows that backstory with the Gypsies. But he's also rich, runs a country, is genius level smart and also a total lunatic. That's not traits, in totality I sympathize with. I feel if Doom were actualized, and not a cartoon character, one would feel pretty appropriately uncomfortable to be around him.
Donald Trump is a Supervillain, or at least as close as we're going to get on a descriptive real life level. Maybe his father kicked the shit out of him but he still didn't have to become an asshole and lie and cheat and steal professionally. For a real world comparison that is. And if Doom was a fool.
Corleone I don't think people, well some do but 'sympathize' with is different and not something I think is the pull. People don't often associate 'bad guys' with a snag in picking up their dry cleaning. Does anyone really sympathize with another character of Pacino's in Tony Montana? What about Tony Soprano? Somewhere between fascination and morbid curiosity is where I'd put the interest in characters like those. Up to and including most Supervillains. Along those same lines is Joker and Two-Face. Don't forget cool goes a long way too, Doom is cool Two-Face is cool. Clinical definitions can often be different than the social connotations of those same definitions. The social definitions often do consider their roots.
Willy Loman didn't kill anybody, been a long time since I saw a Salesman performance but I don't know if I sympathize with him either. So it IS nebulus but at the same time, irresponsible behaviors post the tragic origin isn't necessarily a per-requisite for feeling a certain way for a character.
Madelyne Pryor is way more tragic to me than Doom or Joker. Maybe a separation of ones beginning of life and the beginnings of ones supervillainy is the sticker here.