She came to play hard and I respect that. Lol. Lily is just living out one of those "XYZ with no context" videos.
Genuinely why? On paper said brat is a lot more sympathetic than Lily. She went through really bad treatment from humans in a period of racism and oppression against both her species and her chosen profession. After all that she spent centuries in isolation. She was hurting herself desperate to not have to deal with people. Girl needs therapy bad and is dealing with layers of issues all made worse by isolation which drives normal people insane. Lily on the other hand is a conditioned soldier, but one that didn't break her conditioning until she went so far fighting the enemy nation that she was abandoned by her nation. She wasn't "disposed of" for being too kind or sparing lives. She completely believed in her nation's cause and was in fact very aggressive in the invasion. She was disposed of for choosing not to immediately retreat when the situation turned against their favor. Had Lily had it her way they - the invaders - would've been even more relentless, gotten reinforcements, and attacked attacked again.
I like her now too, but her character is far far harder to forgive than a shut in that is terrified of people to the point she's a danger to herself and others. I mean heck, Lily has an actual kill count and it includes innocents from Lisa's nation. Lily did major long term damage and took pride in it until she was abandoned by her nation. Marill has an attempted kill count with the main cast, but we know none of them will die or sustain long term major injuries that take them out of action. I'm just gonna assume this is a case of "Kill an orphanage no one cares; mess with the main cast at all and you're unforgivable regardless of if you failed or not."
I think it's the severity of her threat, along with the 0 to 100 in 3s nature of it. I find a soldier gradually losing her humanity through the horrors of war far more believable (and arguably more sympathetic) than a fairy who was bullied as a kid and decided to isolate herself (understandable), but then chose to kill anyone who entered her domain (huge leap).
She was willing to fucking kill everyone - the gang only survived because of a deus ex machina in the form of Amon's alternate/imprisoned persona.
So far, she's been arrogant and selfish, with little to no redeeming qualities. By contrast, Lily, despite being a villain, was at least fighting for what she believed was a greater good.
That said, I do see your point. Trauma affects everyone differently and it's a matter of preference as to whom are we more empathetic towards