Villains wreak havoc so we tend to see them as agents of chaos. Heath Ledger's Joker even declares himself as such.
The Joker: Introduce a little anarchy. Upset the established order, and everything becomes chaos. I'm an agent of chaos. Oh, and you know the thing about chaos? It's fair! (The Dark Knight)
But villains are often agents of the status quo, as well. This often appears in their dialogue, which can include lines that many politicians would (and do) feel comfortable saying.
The Joker: I'm a man of my word.
The Joker: If you're good at something, never do it for free.
Hannibal Lecter: First principles, Clarice. Simplicity. Read Marcus Aurelius. Of each particular thing ask: what is it in itself? What is its nature? What does he do, this man you seek? (The Silence of the Lambs)
Nurse Ratched: The best thing we can do is go on with our daily routine. (One Flew Over the Cuckoo's Nest)
Bill the Butcher: This is a night for Americans! (Gangs of New York)
Bill the Butcher: A *real* native is someone who is willing to die fighting for his country. There's nothing more to it.
Bill the Butcher: Thank God. I die a true American.
They even quote scripture.
Hannibal Lecter: All good things to those who wait.
Bill the Butcher: I know your works. You are neither cold nor hot. So because you are lukewarm, I will spew you out of my mouth.
But villains can also support a status quo that is uncomfortable, challenging, difficult to accept, and at odds with the hero's aspirations (and ours).
The Joker: You can't rely on anybody these days, you gotta do everything yourself, don't we?
The Joker: You see, madness, as you know, is like gravity. All it takes is a little push!
Bill the Butcher: Civilization is crumbling
Nurse Ratched: You know, Billy, what worries me is how your mother is going to take this.
Nurse Ratched: Mr. McMurphy, the meeting was adjourned and the vote was closed.
Hannibal Lecter: You know what you look like to me, with your good bag and your cheap shoes? You look like a rube. A well scrubbed, hustling rube with a little taste. Good nutrition's given you some length of bone, but you're not more than one generation from poor white trash, are you, Agent Starling?
The Joker: Don't talk like one of them. You're not! Even if you'd like to be. To them, you're just a freak, like me! They need you right now, but when they don't, they'll cast you out, like a leper! You see, their morals, their code, it's a bad joke. Dropped at the first sign of trouble. They're only as good as the world allows them to be.
The Joker: The only sensible way to live in this world is without rules.
These statements, which may be complete truths or have enough truth to be disturbing may be used to justify the villain. They may show that the villain is in living in the real world while most other people are maladapted because they "can't handle the truth" (Colonel Jessep, A Few Good Men).
Recognizing this can help you to create a more rounded and a more terrifying villain -- one who shifts the ground beneath readers' feet. This villain has more power, and we know he or she will not be a pushover. The hero will be tested to the limits and need to change to counter such a villain.
In addition, a villain who has roots sunk deep into the status quo and both speaks and acts based on this provides the perfect mechanism to present both the theme (although it maybe anti-theme) and the world of your story. Theme is usually stated explicitly and provides a key for the reader for a clear understanding of why the story was written.
As for worldbuilding and exposition, the villain's relationship to the status quo makes him or her one of the best resources for providing this essential information. While narrative lumps drag a story down, the statements and actions of villains that tell about the world are compelling, memorable, and true
Darth Vader: I am your father (The Empire Strikes Back)