Yeah, I can see how it would be really difficult to RP a villain. Or to RP anyone, but especially a villain. It would be hard to let your characters lose, to not see how (or if) they were going to get themselves out of a tricky situation. It's different when you control all the characters and know where everything is going (and plus they're all yours, so you still "win")...it would be very hard to trust the other person to hurt your character just enough, but not too much.

Still, without villains, nothing freaking HAPPENS.