[Morthoron]

Sauron is a cipher -- a faceless blank. There is little to like about him, or anything to feel sympathetic about. He is not an anti-hero on the monumental level of Satan in Milton's Paradise Lost, and Tolkien did little to flesh out the character; whereas Milton created a Puritan's version of James Dean -- a rebel with claws, so to speak. Clearly Satan is the most interesting character in Paradise Lost (to both the reader and to Milton himself), so much so that the poet William Blake stated of Milton:

"The reason Milton wrote in fetters when he wrote of Angels and God, and at liberty when of Devils and Hell, is because he was a true Poet and of the Devil's party without knowing it."

We do not sense the rebel in Sauron as we did with Morgoth. Sauron is more Morgoth's accountant, a dry piece of toast who learned much from Morgoth's mistakes, preferring to work his evil through others, and hence the making of the Rings of Power in the first place. We only get hints and snatches of Sauron's character in condensed form in the Akallabêth and Of the Rings of Power and the Third Age , and he is a far more intriguing character in the 2nd Age than ever he was in the 3rd.

Simply put, we cannot sympathize with Sauron because we really don't know him. Tolkien never gave us the opportunity.