Yes he did, bad example.

Janos from The Black Heart.

It is a horror-based game but no really horror.

Juan Vargas from La Ley de Herodes.

Anton Chigurh from No Country for Old Men.

Aaaand those are the only example i can come off from non-horror media.

Alex DeLarge from A Clockwork Orange, gets hospitalized but still fakes being cured so I feel like he still counts.

Alex is not pure evil, he’s under rejected articles.

John Doe wanted to die tho so it would complete his puzzle so technically he won didn’t he

Garland Greene from Con Air

Also a bit late but doesn't matter if the villain wanted to die. Dead villains can NEVER count as Karma Houdini (or ''unpunished villains'') unless they died of an illness/of age outside of the events of the story.

Noah Cross.

Johan Liebert

Noah cross is underrated for just how vile he is