In movies: why do villains

Entwickler is correct with the simple answer that it's a plot device.

I guess the answer that (somewhat) would make a logical sense would be that the villain doesn't simply want to kill the hero, the villain wants the hero to know the villain bested and outsmarted him. He wants the hero's final moments to be spent dying in misery that the villain's evil plan is going to succeed and there's nothing the hero can do to stop it or his inevitable death.

Because of arrogance and they want the protagonist to suffer more. However, more importantly they are letting the audience know.

This is usually a "plot advancement" kind of thing/trope (probably other words to use that are more suited, but can't think of any). Basically, the idea is that this "evil plan" is basically a means of moving the story forward, because otherwise there may have been nothing else which would've done so. A bad part of putting a story together is sometimes mindlessly creating one after another "plot advancements" that follow from the same general idea/concept (like a villain who keeps leading the heroes on and changing the flow of everything based only on him/her/etc. and you lose the sense that anything else could play a factor in the story advancing besides this).

It's okay to use plot advancements, but sometimes they are overused and focused on certain points that make the story/fiction more boring/predictable/possibly idiotic. Sometimes these types of "devices"/tropes are required, but how they're implemented varies.

In some movies it's actually a known "cheesy" trope or such when this is done in a cliched sort of way that lacks originality in any form. Basically, if they didn't sometimes reveal their plan, where would the story advance to? Sometimes the entire backing of the story's essence is held together solely on weakly led plot drivers/changes remaining only on one character that essentially comes to hold everything together you could say (and that the plot feels too contrived/forced -- this idea might work better if it's believably more authentic/natural). For example, you might agree a villain having the means of sensibly taking over feels more natural than "just because."

I've seen those tropes spoofed many times. It's actually more realistic that the villain doesn't tell the heroes what they're planning on, and the heroes figure it out on their own.

I think it's because a lot of writers grew up sitting in front of a tv and have little life experience so their writing reflects what they know... other tv shows and movies. They also believe tv must be dumbed down for the masses or it won't be popular. You've probably also noticed a million times when a character will do something and another character will narrate what just happened, they think you're too stupid to notice the details. And it becomes self fulfilling ... people who watch that crap become dumber because they expect everything to be explained.

Because they didn't study the list on how to be a successful super villain.

If you've not seen it, it's here http://www.eviloverlord.com/lists/overlord.html

Part sadism, part insanity, definitely arrogance.

Villains are generally sadists, so they tie their victims up in order to torture them later. Part of that torture usually happens to involve pointing out how stupid the good guys were not to see what was right in front of them; which makes sense, because the good guys usually are furious about this.

Also, because they know they're going to kill the good guys, they feel safe in confiding in them. Which is insane. You have henchman for that. You have people who are loyal to you for that. Why tell the good guys?

That's where the arrogance comes in. They need the good guys to know the villain won and the good guys lost, and they need them to know it in full detail. Or else it's not a satisfying win, and the victory is pointless.

It depends on the situation. Sometimes they let the victim know the plan so they can feel like they're being toyed with.