Still, the question remains- why? Why is it so hard for me to hear the phrase "your alignment has shifted towards evil," whereas for other players it's not only easy but expected?
One thing to remember is that for most RPGs, it's easier to run a "good" campaign than an "evil" one. In a typical campaign (especially in Dungeons and Dragons,) the Game Master motivates the players with promises of treasure, experience points, and the chance to pull off impressive heroics. The first two things can still be offered to evil characters, but "evil" campaigns are notoriously hard to run; if players go too over the top, it's hard to take it seriously as more than a comedy game, while if they play a straight game of manipulation and coercion, some players and Game Masters will grow uncomfortable. There was even a book released to help Dungeons and Dragons games handle evil (whether or not it was the players doing it,) and the fan reaction to it was mixed, to say the very least.
Playing an evil character in a "good" campaign is even harder, though I've played in a game where two players pulled it off (their characters were greedy and callous but not interested in screwing over the rest of the party.) It also can come down to the Game Master; some go in with no expectations, some portray the world as full of puppies and babies to be protected, and some can get downright sadistic about beating the idealism out of more traditionally heroic characters. Experience on the part of the players also comes into it- if you've played a knight in shining armor a hundred times before, it can be fun to throw aside morality for a game or two.
I know some of what motivates me to play heroes is my love of old movies and my desire to emulate them. I want to be a traditional hero, the kind they'd write epics about. Maybe my character can get a little cynical or jaded, but I want them to always do the right thing in the end. What the right thing is may differ from character to character, but I want them to leave a positive change on their world.
I'd like to hear other opinions on this, though. If you like playing evil characters, what aspects do you like? If you like being a hero, are your reasons different than mine? I'd love to hear from you!