I bet if I did more research on Sean Penn to find out why he plays a bad dude in some movies, I’d know why.
But my current itch is, “Sean, you seem like a nice guy. Why you have to play the bad guy?” My guess is, he gets more credibility. But comedy is a place where you can get that too. Dry comedy lets you be serious and funny at the same time. I would go so far to say some dramas are one big dry joke by some sly writers. I’d belong to such a secretive group. Not really. I’d explain the joke before the punchline.