Hopefully this came across but I'm definitely not
always rooting for either Tony Sorprano or Walter White.
Like you say, you experience the story through these dubious characters. Especially on multiple watch throughs you can really come to despise them but the series are so well made that the writers can bring you round multiple times.
There's something about the cognative disonence of how most people experience life there.
I was once told that most people that do bad things just convince themselves that what they're doing is actually OK.
So someone that steals from cars blames the car's owner for leaving it unlocked. That rings true for me. They're not sociopaths, they're bending their reality to justify their actions.
That's obvious criminality but I think that almost everyone is doing something like that to some extent.
For example, just look at the popularity of fast fashion that's almost certainly made with slave labour. At this point in time I don't think anyone buying from Shien[1] or Temu[2] could be in any doubt. They must know, they just don't care. They're still just everyday people.
1. https://www.bbc.com/news/articles/clyg7n1d85go.amp
2. https://www.bbc.co.uk/news/business-67752413.amp