The appeal of a villain in a story is that they are often the driving force of whatever story is currently unfolding. They are proactive. Heroes are more born out of a response to a villain, which makes them reactive. This proactive/reactive dichotomy is what makes "Villain Protagonists" such a hard thing to accomplish in any form of media. Even in video games, a Villain Protagonist more-often faces off against an even bigger Villain rather than consistently against the forces of Good. City of Villains has this same "problem" in the vast majority of its content, though it fits the setting of the Rogue Isles as a Social-Darwinism society to weed out weaker villains.
The newspaper missions, the HC introduced arc involving the diamond (I can't remember the name, but it had Arc Flash in it), and only a handful of others are where you play a proactive role in achieving your villainous goals. Most arcs will treat your Villain as a henchman to whoever contact you work for, while others are more befitting something like a mission-broker offering a quest to mercenaries. Mr. G's arc, is a good example of using a contact to support the player character as a proactive force, but even still it is Mr. G's plan. Not yours.
I don't have any technical "fix" for creating interest in CoV, but focusing on content that really drives home the themes of scheming, greedy, vengeful, violent, and maniacal villainy will give you a totally different tone to look forward than in City of Heroes' content. Content that sees you as a driving force, forming your own plans and schemes, and ultimately executing them. This begs the question of how you would maintain the status quo of your character who might want to conquer the world? That's a question with an answer for a different discussion though, for when content like that eventually may come.