You’re mistaking interest for sympathy; Underwood is not a “good person,” but he does captivate the viewer, who wants to know what happens next. This is what I mean when I say the viewers are on his side.
I disagree with your take on the first scene. The dog had just been hit by a car, and Underwood ended its life quickly to spare it unnecessary pain. The scene established that Underwood is both principled and ruthless; I’d argue this does elicit a certain admiration, if not sympathy.