We've all read/watched the villain capture the hero and then stop to explain their diabolical plan giving the hero time to escape. 
As silly as they can be, the monologue serves as a window into the villain. It's an example of telling over showing.
It lets the reader/watcher understand what motivates the character.
Here are some examples of motivators that a villain might have to monologue about:
- Personal attention entitlement
- They believe they deserve personal attention whether the other person wants to give it - for example love, praise, tutoring, someone to be a punching bag.
- Example: Serial Killers, The Joker, Darth Vader
- Social power entitlement
- They believe they deserve to be more powerful than one or more other people.
- Example: Draco Malfoy / Death Eaters / Voldemort, Emperor Palpatine
- Material entitlement
- They believe they deserve to have money, goods, or property at the expense of others
- Example: Most James Bond villains - Max Zorin, Elliot Carver, Blofeld, etc.
- Personal ideal realization entitlement
- They believe they deserve to make their ideals into reality at any cost and without anyone's consent. They might have good ideas, but the wrong implementation.
- Example: Thanos, The Joker
