@Olejniker,
Empathy and identifying with a character in a story/film/art or any other event for that matter is nothing new. Identification via partial empathy is how norms are formed and identity shaped.
Before you ask about the phenomenon of identifying with the story's hero, ask about which character you identify with to begin with, and whether the story in itself, to begin with, is at all even palatable. Surely you can look into the nuances of the character you identify with only after this self-identification happens.
In many stories different people will often identify with different characters.. sometimes the anti-hero, and sometimes the invisible character, who for the reader, is the hero; this happens quite often when the viewer is against the themes and conclusions of the original author/producer.
In other words, we only root for the "good guy" because the hero itself is a reflection of us and our values, and we want our values to prevail. Even if the hero will commit heinous acts, we still either defend our hero against what we see as the immense evils of the adversary or we turn against the hero, or we forumlate a more 'moderate' form of the hero. It is not for no reason that movies and literature shape culture in very great ways.