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The existence of the phenomenon that "bad" is considered "cool" is attested by a simple search on the Internet (here, here, and here).

It can be also attested by the success of movies depecting anti-social but popular heroes (Scarface, Fight-Club, many films by Tarantino, etc.).

Research seems to indicate that the positive association between popularity (a proxy for "cool") and anti-social behavior (a proxy for "bad") is identified during adolescence, but not before of after this period (Estell 2019; Lansu et al. 2022).

But I was not able to find why "bad" is perceived as "cool", overall (in adolescents and non-adolescents).

Edit:

In the study mentioned in the answer below, the data are made of people suffering from personality disorders, so I am not sure the results would still be verified in a non-pathological population. I mean, relatively to other Personality Disorders, Impulsivity is positively correlated to reproductive success. It is not necessarily the case when compared to non-pathological individuals. It indicates, yes, that impulsivity (aka "bad") can have some appeal.

References:

Estell, D. B. (2019). Popularity/antisocial goals. Social goals in the classroom, 154-170.

Lansu, T. A. M., Findley-Van Nostrand, D., & Cillessen, A. H. N. (2023). Popularity According to Emerging Adults: What is it, and How to Acquire it. Emerging Adulthood, 11(2), 331-345. https://doi.org/10.1177/21676968211066668

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    $\begingroup$ Related: What does the literature say about why women aren't attracted to nice guys? $\endgroup$
    – Arnon Weinberg
    Nov 2, 2023 at 5:32
  • $\begingroup$ I'm also curious whether psychology as a field can answer this question or not, but if you just need an answer, then popular culture researches have provided theories on this. The fact that you cite popular movies (one kind of popular culture product) indicates that this is where you should take a look $\endgroup$
    – Ooker
    Nov 2, 2023 at 12:33

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The “rebel” has appeal from an evolutionary perspective. Traits that are contradictory to monogamy are beneficial for procreation.

Mates who are perceived as virile, independent, and strong are desirable for reproduction. This makes prospective partners attracted to them and contemporaries envious, hence the “cool” factor.

https://hellogiggles.com/attraction-to-rebels/

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  • $\begingroup$ I do not get that implication at all. They do say that mates with higher earning potential are considered more desirable which is a given. Traits that they feel support that, like OCD are not ones men just “adapt” to get more women. Part of the appeal is nonconformity. They are perceived as good providers for being willing to buck social convention in order to secure their own interests. $\endgroup$ Nov 22, 2023 at 10:43
  • $\begingroup$ Found the original article. Apparently, the proxy for "cool" is what they call "Impulsive sensation seeking", and it is highly desired in both males and females: "Whereas Asociality reduced mating success in both sexes, Impulsive Sensation Seeking had the opposite effect: It doubled the number of short-term mates and multiplied the number of long-term mates by 1.5." researchgate.net/publication/… $\endgroup$
    – Starckman
    Nov 22, 2023 at 14:28
  • $\begingroup$ They define "Impulsive sensation seeking" as "unrestrained behavior, risk-taking, disorderliness, and rule-breaking, and includes antisocial PD", which is really what I had in mind I think with the adjective "bad" $\endgroup$
    – Starckman
    Nov 22, 2023 at 14:31

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