The thing is, he wasn't actually that evil, if you take his timeline into consideration. Everything he did, was to consolidate his power. Which coming from a neglected Bastard, is quite demanding.
Raped Sansa? His wife. Quite common in their time. Just ask Drogor and Jaime.
Killed Roose Bolton? Have you met the guy?
Killed Roose Bolton's wife and child? They were a threat to his power, the child is by all means the rightful ruler of the Bolton Household.
Remove Theon's dick? The guy killed children. So he was just as bad as Ramsay.
So in the end, it is a show where EVERYONE is morally grey.
No, even by the standards of people in his own world, he is a terrible, shitty sociopath of a person.
You're also forgetting that he hunts people for sport. ---
