This is one of the great things about DS9. In no way was Kai Winn as evil as Gul Dukat, but the show did a great job framing someone who was basically space Hitler as a real and likeable person. Unfortunately, we often judge people more by their personality than by their deeds.
The thing about Kai Winn is that her negative qualities are the type people tend to run into on a regular basis. Hypocrisy, sanctimoniousness, condescension, and petty abuses of power are things we've all experienced in real life and know how to hate, but most of us have never experienced forced labor or genocide.
Since DS9, shows like The Sopranos, Mad Men, and Breaking Bad have dealt with this issue more explicitly. Their leading men do terrible things, but we like them because they're interesting, charismatic, and often behave how we'd like to behave. Just one more way DS9 was ahead of its time.