He’s just a much more interesting character than Charlie Sheen’s. Sheen is playing a kind of boring up-and-comer type character who doesn’t have much more to say apart from “gee I don’t know this insider trading and corruption stuff might be wrong”. Gordon Gekko is a charismatic and successful villain who has an ideology and set of values that he created himself, like the Neitzschean Ubermensch - the audience doesn’t agree with these values but he articulates them well, which makes him more intriguing.