Oh wow, I mean I've been there too with a series about a hacker anti-hero. By the finale I was genuinely stressed about them getting caught, which is wild. It really does speak to the power of narrative framing, idk.
My friend felt that same stress with a show about a con artist. He got so pulled in he yelled at the screen when the cops showed up, which he never does. It really shows how framing can make you root for the wrong side.