Marco has so much charisma. A huge part of his insidiousness is just how charming he is. There are points you almost wonder if he's really the bad guy.

On the other hand, Winn isn't as charming, she's not particularly sympathetic for most of the series. She's kinda just hubristic and antagonistic, and isn't very good at pretending to care about anything other than her own power grabs.

Plus she's way less hot.