Are we differentiating between "Do not understand why people like" and "Do not like myself"?
I only like Mafia movies when they are obviously parodying the mobsters, when it's done in a comedic way and when the mobsters don't have any real teeth. For the other kinds, I can understand the machismo, the sort of honor and evil all tied up together in violent people who find themselves torn between their honor and their family and sometimes the woman they love. But once we get past the honor and conflict-of-loyalty stuff, we end up with films that glorify violence and sort of leave me numb from the sheer amount of blood spilled in often-graphic fashion.
I can understand the appeal, but I do not share it.
Similarly, I understand the appeal of Dragonball Z -- it's a high-powered show where people spend a lot of quality time posing and declaring how badass they are, and then mountains get blown up. Many people with low esteem can enjoy that sort of vicarious "Oh, he's so powerful" shtick, the declarations of power and such, and people who at least aren't bothered by the posing can enjoy the plot that they keep telling me is in there. However, I really don't enjoy it myself, and find myself often in philosophical conflict with its most enthusiastic defenders.
I guess that if there's one genre I really don't get on a level of not understanding on some profound level, it's the Summer Movie SF Action genre. I consistently find myself frustrated by these movies, feeling awkward about being the only one in the group who doesn't want to see it on the big screen. I don't always loathe them, but I almost always think that they give short shrift to plot and character development in order to give us lots of special effects. This is, I freely admit, apparently just me, but the special effects and fight scenes only really mean anything to me when they're used to ehance a good story with strong characters. On many of the individual movies, I challenge my friends by directly asking them, and they freely admit that the plot and characters are just there to fill up space between explosions, which leads me to question why they want me to come with them and spend $9.50 instead of just going home, cranking up the computer, and blowing things up in the privacy of my own room.
Again, I have no objection to stylish violence (although I don't love graphic violence) or really cool explosions. I just don't really get the love of them to the point where there is no movie, just a bunch of random explosions.