It's actually pretty common and it even has a name : hybristophilia. I know a guy that is heavily into murderabilia and who has been a penpal for literally dozens of serial killers over the years, and he often complains about how many women are reaching to him just to get the jail address of various monsters. He told me that even some of the killers are puzzled by the love letters and lewd content that they receive, even if of course they are glad to get that kind of attention.
Some people have a deep need to be saviour, to find the good in other and to be the one that saves them. Of course, the worst the people are, the best the feeling is, even if it's a complete delusion.