One key problem is that a “villain” is generally more powerful than players are for most of the campaign - using that as a starting point can wind up introducing serious issues with normlessness. Becoming a villain should be the aspiration and the apex accomplishment of the campaign, rather than the starting point for it.

It’s more necessary than in other campaigns to model a world where there’s an in-world reason why other parties of higher level aren’t straight-up murderhoboing their way to ruling the kingdom. Or even that they did - but how would those guys respond to your players doing that in “their” kingdom? Worlds need a reason for players to follow the rules - not that they are challenging you as DM and you need to punish them for playing ‘wrong’ - but that the world exists in a state where murderhobo isn’t optimal play, even if you’re evil - that no matter how strong a party of five get, there are still other forces that can put them in check somehow, and when they finally break that rule … the campaign ends. They won.

As a DM, often you need to make sure the game contains bigger and stronger rails in the early stages of the campaign. Maybe that’s some goal that the party agreed to above-table, maybe it’s some context of the party like working for someone bigger, meaner, and eviller - but the call to adventure is much more tenuous with evil characters. For good parties, they stumble through fetchquests and ratting until they stumble across an evil scheme that needs foiling - but for evil characters, there’s not really the same “diabolically good conspiracy” that they need to foil before the timer runs out. They need to initiate, rather than react. Or you need to provide that initiation for them, as DM.

It’s very easy for a directionless evil party to just wander the countryside robbing shops and killing people, if you’re not giving them something more concrete to do and they’re not creating it themselves.