The degree to which we viscerally react to fictional characters is in direct proportion to the precision of their correspondence with reality.
Dostoevsky's man from underground is NOT lovable, by any stretch of the imagination. A friend recently told the story of a cat lady who would trap strays and take care of them. One of her specimens was a pathetic, oozing monster, for whom caring meant a brief alleviation of marginal sources of suffering in order to usher it respectably toward its demise. Sam described it just flopping at the top of the stairs, sort of yowling in abject misery. That's how the reader sort of wants to view the underground man at first blush, and maybe even at second. The things he says to Liza are cruel, while his petty tyrannies and small-minded obsession with trivial vengeance make him an unbearable scumbag.
But why do we react so strongly to him? He is merely trying to work out the stuff of life, and if he goes back and forth, debases his own propositions as falsehoods, and seems to be trapped forever in a tiny, cramped room filled with the rebounding echoes of circular self-reflection, then that is his own problem. It only affects me insofar as I choose to take his words to heart.
The thing that makes the underground man so loathsome is that we fear him. We fear him because he represents the part of any self-aware individual who has ever been trapped in the self-perpetuating crisis state of realization that beneath the deceptively tight weave of our terrifyingly fragile justificatory cobwebs there lies an uncharted void. Here be monsters, because our senses are useless in the space beyond conception. We cannot look the underground man in the eye for fear that the cycle from which we escaped by God alone knows what means ("time heals all wounds" being merely another way of saying "we don't know") will trap us again, perhaps this time for the last time.
In his essay on the maniac, Chesterton says that the cure for tight circles of rationality is poetry. I understand that more fully now, I think. He speaks of the one who can do meaningless things, like stroll in country lanes and lop the heads off of daisies with his cane for sheer bedevilment. The man from underground cannot do without thinking, but that is the only way to escape. If for one moment, one could stop thinking about the impossibility of walking through the wall, he might in fact just do it. It is his only way out.