There's this misguided idea that we need to able to identify with the protagonist. As if we have to feel the story is happening to us. And I understand the appeal of a protagonist that feels like it could be you, but you simply don't need it for a great show.
I thought Vikings for example ended up a bit short on substance, but Ragnar was a great character. And the dude was fucking crazy. I wouldn't identify with him at all. But the best show in this regard has to be Breaking Bad. I didn't identify with Walter White at the beginning of the show, fifty something dude with no life whatsoever, but I definitely didn't like him towards the end. And it worked. In fact, they intentionally made him grow worse as a person during the show. And it was glorious.