So what's the deal with "mor"? Is there something to the syllable that suits it for melancholy, darkness, and villainy?
We have to be careful here. There are more words out there that have "mor" that don't carry such dark tones. The names Morgan, Maureen, and Maurice aren't so sinister (well, possibly excepting the case of Piers Morgan), and people just wanted more and more of Mork from Ork. So we can't say that this "mor" sound carries darkness and death wherever it goes.
But we can say that it has some dark associations available if we want to use them. For starters, the Latin "mor" root (as in moribund and mortal and French words such as morte) refers to death; there is an old Germanic root mora for darkness, which shows up in words such as murky; our modern word murder comes from an Old English word morth for the same; and, of course, a morgue is a place where dead bodies are kept. That's enough to give a familiar ring. And every evil name that has "mor" in it adds to the weight of the association, especially when they're famous evil names.
In fact, "mor" may be what is sometimes called a phonestheme: a part of a word that tends to carry a certain connotation not because of etymology or formal definition but just by association.