Dexter is a serial killer, Walter is a drug lord, and Nucky is a bootlegger. Batman is a vigilante who isn't drowning in murder blood.
Knowing that the former two's lives are on the line, I'm trying to exactly pin point why I feel that part of me wants them to dodge their comeuppances.
In the case of Walter, we see he's a great dude at the start. So I attribute my loyalty to him as the fact I've seen him at his best before he was at his worst. I still hold hope for some sort of redemption, even though the character admitted he doesn't care about it.
However Dexter is an odd case. When we first meet him he's threatening to cut the eyelids off his first victim. True, he only murders horrible people, but at this point we've seen get more and more lax on this policy, and we couldn't count all the "collateral" victims he has racked up during his mental games with his targets. I attribute my loyalty to him as the fact he's slowly gaining humanity, while admitting he just enjoys killing.
He was going to let Krazy-8 live, and was even feeding him despite his better judgement.
I also do see Walter and Heisenberg as two different people at first, despite what many other fans say who see them as the same. There are visible changes in Walter when Heisenberg takeover, at least in my opinion.
being afraid to kill someone is a weird concept, like what the fuck are you afraid of?
afraid to fight someone, maybe, because then you can be afraid of receiving harm yourself. but killing a helpless person? there's nothing to fucking fear. especially when there's nothing to link his murder to you and you've already killed one guy.