I've worked w some of the most hideous offenders over the years and I used to feel a strong need to find out "why" they did it and "how" they got that way. The patterns are fairly similar in most cases.
In terms of true crime documentaries etc, it's simply that people need to know the gory details. It's like watching a car crash, you can't look away but as its not involving you, you can sit and just observe. I think it's human nature. Finding out whether we could do the thing these supposed monsters have done.
I find they are often rather bland human beings, often inadequate w a problematic relationship mother (overly attached) and a history of sexual or domestic violence from father figures.
I don't believe people are born evil. But maybe having met some of the worst I have a different perspective. Most I've met are rather dull in real life.