As someone share your love for Gilgamesh, don't think its unreasonable to love him, he's a very complex and fascinating character. Though it really depends on which version of Gilgamesh you're dealing with. There's Zero and 2004 anime Gilgamesh who is lovable because he's so brutally honest with his comments on how innately superior he is to everyone else (Which I would argue is not Arrogance because he actually is as powerful as he likes to remind everyone else he is) but who will also give credit and respect when he believes it is due, like when he spares Waiver in Zero. Then you have UBW Anime Gilgamesh who is incredibly sociopathic and doesn't believe anyone has worth, which could be because he's been corrupted by the Grail in some way (Did he really need to slice out Illya's eyes before he ripped her heart out?). Which is one of the many reasons I'm annoyed by the multiple story routes of F/SN and wish there was just one story. Even now that UBW has ended I feel like I'm still waiting for the continuation of Fate/Zero :_(