This is interesting sociologically: why do we love serial killers so much?

I would argue it’s because they give us control over death.  We like death better of there are patterns to it–because even if death is regular and understandable (car accidents, cancer, heart problems) ,our own deaths are random and incommiserate with the rest of our lives, in which we are alive.  Death may be part of life, but it is only part of our individual lives for a brief moment and, as such, it is always violent, painful, unexpected, somehow wrong.  How we deal with death then is through, some would say, the creation of religion, and also the fascination with those who can control death.  We love stories about immortal people, those who can save lives, and those who can take others lives, giving order to an event that seems orderless, giving some element of fairness (a killer has rules, after all, even if we disagree with them) to something that, at the end, is always unfair.