Part this, and part the fact that a lot of satire glamorizes its target too much.

Take Starship Troopers. The protagonist is gorgeous, sleeps with two gorgeous women, is a football star, is born rich but doesn't take advantage of it, is loved by his parents/stands up to them/is still loved by them when he wants to come back, lives in a world with all sorts of cool sci-fi gadgets, joins the military (heavily glamorized in the real world and in the movie), he Tells the Truth and is a Good Soldier (even his bad boy fight with his ex's new boyfriend is done The Right Way), and eventually becomes successful (earning the respect of the tough, all-knowing mentor) despite not being particularly good at anything. Any pain he experiences along the way can be brushed off as a stage in the Hero's Journey. On a superficial level, it checks a lot of very appealing boxes. Even the violence has glamour to it: it's big and loud and splashy, if a significant character dies they get a distinctive death and usually some cool last words, and when the protagonist is injured he's perfectly healed almost instantaneously.

Not doing this is part of what makes The Sopranos so good. It puts all the ugliness of the protagonist right up front: he's fat, balding, trashy, self-destructive, destructive to everyone around him, intensely hated by everyone he cares about at some point, intensely hates everyone he cares about at some point, murders at least two relatives, is shot by his uncle, is involved in the least glamorous front business possible (literal garbage), and is ultimately shown to be not that big of player (he runs a "glorified crew" in New Jersey) and not even that rich (gets in financial trouble over 200K towards the end of the series, sees no lifestyle upgrades for all of his advancement, there are notable contrasts with the far greater wealth of Hollywood people). Everyone around him has a bunch of overtly shitty facets, too, and they constantly make trouble for themselves with how incompetent they are. The violence is unglamorous: characters will just get unceremoniously shot while pleading for their lives, there's a lot of focus on the unappealing work of body disposal, when someone's beaten badly they're shown to suffer effects for a long time (a character getting paralyzed in a beating is a whole arc, and he sticks around for multiple seasons), and when the protagonist is shot it takes him multiple episodes to heal.