Villains don't always think they're evil and don't often do evil things just because they're evil.

Often they think they're doing what's necessary for what they consider the greater good. For example, an evil character might think that strength is key to survival, is a higher good, so the weak should be punished or eliminated. For example, if you come across a camp of nice but weak innocents, you might side with those attacking them, because you don't believe the weak deserve to survive.-

Or maybe they think they're being kind. Those poor villagers were going to get killed by the monsters anyway! Let's be kind and make it quick by helping the monsters make a quick job of it. Let's kill the eldery crone or the children who are hungry. It's a kindness.

Or they might follow a god and do things to appease that god. Serving your god is good, so anything you do that pleases your god is good, whether it's human sacrifice or killing fluffy animals. Similar to the weak villain, who is too scared of their god or master to oppose them. Like Renfield in Dracula, they (think) they have no choice but to do the evil things their master wants them to do. Often they're in denial about how they actually enjoy doing these evil things.

Then there's villains who have no morals or who are nihilists. They do evil things because they're bored, because it's easy, and/or because they don't believe it matters either way. Burn the village down? Why not? Everyone dies anyway. Corrupt someone good? That's a fun game to play. Someone powerful but good comes along? I'll help them, because to do otherwise would be dangerous or disadvantageous.

Then there's villains with delusions of grandeur. They think they're better than everyone else and will do everything in their power to ensure that anyone who might be better than them, gets cut down to size. Or they like to get involved in evil plots and schemes, because it means they get to feel like they're influential. Someone wants to overthrow a kingdom? Time to get involved so that people know me as having changed the course of history.

Or there's the evil characters, who are deeply cynical. The world is evil, nothing is fair, I'm just doing what's necessary to survive. If I don't kill/rob them, they'd do it to me. They probably deserved it anyway.