Sympathy and empathy are not the same.
I felt a good deal of empathy with the character, and certainly identification. Identification with the viewpoint character is central to popular movie narrative, and awful as Fleck is the plain truth is that it wouldn't be an almost billion dollar movie if a huge number of people didn't want on some level to be with this guy for two hours.
And yes, the same is true for the likes of Hannibal Lector. No one wants to cop to that, but it's how the movies work.
What's really sad about commercial movie-making is how often the creators fumble what a naive viewer might think is the simple and straightforward task of getting the audience to identify with a good guy - a hero. And that's why so many movies that work on paper just bomb.