I think people want to be Walter White more for the broad field of knowledge, quick thinking, incisive decision-making, self-sacrifice, and ability to carry out a task to its completion, and less for the willingness to break several laws.

Likewise people idolize Tyler Durden for his bold vision, charisma, adulation from peers, exciting exploits, and ability to have lots of awesome sex, and less for his blowing up stuff.

People's lives lack drama and excitement, and they feel admiration for a protagonist who can act swiftly and competently in a pinch.