I've said it before: if a filmmaker ever made a "Batman" movie that was true to the genre, it would more closely resemble a horror film than a hero movie. Batman may be a hero, but the world in which he must operate certainly does not lend itself over to a "heroic" tone. "Heroic" settings are more like those of Superman in Metropolis, or Spiderman in Manhattan. These settings have enough "light" that the exploits of the heroes are seen as bright shiny beacons of good and virtue. Not so in Gotham City. The city itself is a festering explosion of horror scenarios. It's villains lack the scruples that we find latent within the baddies fought by Spidey or the Man of Steel. We like the "cleaner" heroes because we like heroic tales that inspire us. However, we like Batman because we intuitively know that the world is a much darker place than the screen versions of New York and Metropolis, and we want a hero that is willing to go there.
Interestingly, we are strangely comforted by a hero that is willing to operate in the dark places that we find frightening. The creaky stairs, the haunted house, the back alley or shadowy sidewalk all have a possible "hero" too. Because of the plague of universal depravity, the world is a darker place than we like to believe. Oh yes, God's grace creates pockets of goodness to be sure, but by and large the world is broken, requiring a complete overall when Christ returns. One could disproportionately focus on the evil and brokenness in the world, and thus forget about God's goodness, thereby losing faith. On the other hand, it is quite possible, and we humans do it all the time, to so focus on the good that we lose sight of how desperately in need of a Savior we are. If we lose sight of that, we start to think ourselves to be essentially good, and less in need of a Savior. To the extent you diminish the depravity of man, you diminish the need for Christ. Therefore, the darkness of the soul, the depravity of man and the corruption of the world are unfortunately, yet necessary doctrines. I do not "like" these truths at all, but they are reality and they serve in illuminating contrast to the beauty of Jesus Christ.
In light of this, we are encouraged by a "hero" that is willing to enter the dark, horrific world that represents our depravity. He's not grossed out, repulsed, shocked or sickened. He enters in with full knowledge of what is running wild, and then makes his difference by taking upon himself the horrors of the city. Only a man adorning himself with the horrors of a night creature (a bat) could make a difference in Gotham City. We know that our world is a scary, horrific place; and we like a hero who will dive into it to save us.
"God made the one who did not know sin to be sin for us, so that in him we would become the righteousness of God." - 2 Cor. 5:21
We are comforted by heroes that, though not corrupted by our broken world, will fully enter it to rescue us. Don't overplay an analogy between Batman and Jesus Christ. It will break down if you press it too hard. But on the surface, we like Batman because we intuitively love a Savior that enters into our scary, gross world and turns out to be exactly what we needed. Becoming quite scary himself, he "puts on" the necessary outfit to achieve his ends. I like Batman because, like Jesus, he's right at home rescuing me in those dark places that scare the wad out of me. When I stray off the path, and endanger myself in the hidden shadows of horrific sin, Christ is there to rescue. When I am surrounded by grotesque villains that make police shriek and flee in terror, Christ is there to rescue. When I'm afraid of the unidentified noise from behind a street corner, Christ is there watching. God is a hero that knows how terrifying a place my world is, but he's already lurking in the shadows, ready to pounce on whatever threatens me.