Death Note is an extraordinarily popular manga, anime and film franchise with youths across the world.
The main character is pretty diabolical and never redeems himself. At the end of the books, he is defeated by the antagonists: the heroes.
The cliche that any morally questionable character must start out bad then become good, is just that-- a cliche. If you want to write a story about a stereotypical villain as the protagonist, by all means do so.
Whether it is harder to sell that kind of story to publishers or not is another matter, but I think there is an audience for any well written story.
The appropriate audience for an unapologetic villain protagonist will probably not be those who always need a happy ending or have strong "black and white" outlooks on morality. It is more likely the right audience will be people that think it might be fun to occasionally be naughty; it's wish fulfillment. I mean, if you were to present most people with the choice of becoming Batman or the Joker, most people would say Batman because they have been morally conditioned to be Batman, but there are still many who would think being the Joker would be a lot more fun.
Personally, I think villains get to have more fun than heroes do and tend to make much more interesting characters because heroes usually represent moral normality while villains tend to represent everything that is not. There is something attractive about that rebellious behavior; that refusal to be another cog in the wheel and another tiny spec of dust in the universe.
I do not think it would be more difficult to write a villain people can identify with and root for. There are plenty of popular heroes that some people believe are silly or cliche. You can't please everyone, and you don't need to. You only need to create a character your target audience will like. The opinions of anyone else is irrelevant because they aren't going to buy your book anyway.