Die Hard had a smart villain. Skyfall had one. So did GoldenEye. TWOK. I think you can have a toned-down yet still well-drawn villain in a film and it would still be effective.
The Kurgan worked for the first movie, yes. The problem is, they kept going back to him again and again. The pilot of the series had a guy named Slan who was nothing but the Kurgan redux. And all Highlander movie villains have been riffs on him in one way or another.
I said simple, not stupid. Hans was cleaver, charismatic, cunning and funny in that very dry Alan Rickman way but as a character, he wasn't all that complicated. He just wanted all the moneys.
A regularly appearing TV villain needs to be clever so the heroes don't look stupid when they fail to put a permanent end to their activities. The net result of that is usually that they have complicated character motivations, history and some depth that can't be summed up in the average movie. Indeed the good TV villains are the ones you get to know better over time until they become almost protagonists in their own right. In a movie, you need to know fast what a villain is about. Intelligence isn't such a relevant factor.
I can't speak to what the Highlander series did or didn't do since I never really watched it and honestly what little I saw didn't do much for me. However, my point was precisely that characters like the Kurgan work much better in the short form story telling of film than the long form of television.