> Milton's depiction of Satan is really against the established western tradition in many ways...

Not really, no. Satan was often a staple of medieval plays, and often stole the show, as he usually had the best speeches and the most alluring personality next to the stoic paradigm-of-morality main characters.

Look no further than Othello, which predates Paradise Lost by a century. It is steeped in much the same tradition. Iago is by far the most interesting character, and the audience ends up rooting for him, up to a point, usually until his villainy outweighs the limits of your empathy.

The purpose there was to demonstrate the lure of evil, how it can seduce you with simultaneous appeals to reason, emotion, and pride.