Lol
The best part is Bowler Hat Guy legit is a sad character despite also poking fun at the trope of tragic villains.. he's also extremely under-appreciated as a whole.
The entire Norse pantheon in God of War fit into this as well, all of them are victims of generational trauma and abuse by Odin, who was arguably even worse than Zeus in that he saw his own pantheon as nothing but tools for his own ends.
The Norse pantheon may of been warriors but they also showed signs of child-like qualities that were utterly ruined by Odin - the sad part is some of them only revealed that child-like qualities on their death-beds (Baldur: "snow").
Kratos is also incredibly sad.. kind of the running theme of God of War is how the cosmos is broken, Kratos can put it back together but it will always remain shattered to some extent.
This is (despite the fantastical nature of the game) a sad reflection of reality, you can't always "fix" things, often the best you can do is fight through the conflict and try to rebuild from whatever is left.. you can't restore what was lost.
This is just one villain I think has a really sad backstory
Negan Smith (The Walking Dead)
First of all his wife has cancer and a group of bikers stopped him on his way to get to her, then upon finding his wife he discovers that she had already killed herself. (Although he was pretty evil in seasons 7-8)
Michael Morbius the living vampire
Red hood
Red Hood 1,000%.
Joker (The Killing Joke)
What do you think?