I apologize if these thoughts turn out unhelpful, but as I viscerally understand the feeling of betrayal you're expressing here, I want to share this:
The thing that draws us to people like this is they share our pain in existing in the world. They put in their creative works things we can't express ourselves, so we can hand someone their art and see who else it resonates with, and learn who will understand our own pain with us. To be able to sit with us and share comfort in understanding.
Unfortunately, how people react to pain is very personal, especially when they don't have help processing it. (And this sounds like the case with Gaiman — he appears to have refused help, perhaps a direct result of the conditioning his childhood subjected him to.) Some people curl up in a ball and hide from the world, hide from the pain and seek shelter in works of art like writing, paintings, movies, etc. Others direct that pain at others. And unfortunately the likelihood of the latter happening increases the more powerful someone becomes, because our broken society *enables* people to behave that way, especially those with power and privilege.
So, what draws you to the work of people like this is the shared history of pain. That alone doesn't make you a monster, and what you choose to do with your pain is what determines who you are. The fact that you're questioning yourself for having liked the art of people like that is a good indicator that you are better than that, and I hope you take the time to dig deeper within yourself, even seek help if that's accessible to you, to help you better understand what is making you worry and address it.