In what universe were either Shuyin or Seymour sympathetic? Seymour had no personality. Period. There was no way to be sympathetic because no matter how tragic his past history, he inspired as much empathy as a brick. And Shuyin was not even meant to be sympathetic. He had no depth to his character at all. The game says so. Everything he once felt was gone. He was two-dimensional, and was supposed to be that way. That's fine. It worked for X-2. I liked the game and I even liked Shuyin. But he was not a deep character.
Kefka was far more in-depth than Shuyin. I'm not going to give a fifteen paragraph post praising the depth of his character, but there are plenty of fans out there who will. Go ahead, pop into the FFVI forum and complain about his depth.
Also, I feel that you should stop bringing the other FF games into this. This question is about who should serve as the villain from X. No matter what your views on Kefka, FFVI didn't have the variety that X and X-2 give us to pick and choose. Kefka was pretty much the only one who could be the villain for that game. On the other hand, just because we were forced to choose Kefka for VI doesn't mean we should have to pick two dimensional "I be evil" villains for all the other games, especially when there are better options to be had.