Lack of humanity

I think the scariest aspect of villains is their lack of humanity.

For example Keyser Soze comes home to find his family being held at gun point by a rival gang demanding something or other.

You would think Keyser is in trouble here, he’s going to have to give the rival gang what they want.

But instead he does the unthinkable and shoots his own family thereby removing the gang’s leverage over him.

It’s the absence of a morale code that we find most terrifying, I think.