Why do Minions want to serve vicious villains?

The simplest answer is that we learn (in the Minions movie) that that's how they evolved. Fish gotta swim, birds gotta fly, minions gotta serve an evil master.

The licensed junior novel puts it quite nicely:

Minions have been on this earth since the beginning of time. At first, they were just shapeless, single-celled organisms searching for the biggest, baddest villain to serve. They’d follow anyone despicable enough — as they needed to be led by something bigger than themselves.

Over hundreds of years, the Minions evolved, growing arms and legs. As they evolved, so did their choice of leader. Each master was eventually replaced—or eaten—by a bigger, badder master. At one point, they followed the biggest amoeba—until he was devoured by an evil fish who, in turn, was eaten by an evil amphibian. They followed that evil lizard right out of the prehistoric sludge and onto a beach… … where he was smashed by a Tyrannosaurus rex.

The Minions were very impressed. They stared in awe at the giant T. rex, with his terrible claws and teeth. He was the greatest monster they had ever seen—so much bigger and tougher than their other master. It was love at first sight.

In regards your last point about the minions serving someone "nice", you may want to note that although the minions are generally played as funny/clueless, they show no qualms about committing some pretty heinous criminals acts such as burglary, assault, driving and flying without a licence, possessing controlled explosives and aiding and abetting the theft of a planetary body.