Perhaps what is most terrifying about Shakespeare (Poe also comes to mind) is that the villains are not incomprehensible monsters. In fact, they are far too easy to understand and far too much like us.
There is a comfort, which Shakespeare denies us, in being unable to understand our enemies: it makes true hatred possible.
How deeply unjust we are by nature, yet I wonder if perhaps this injustice is not something selected by evolution rather than a chance byproduct.