Why? They’re deeply committed patriots doing almost impossibly difficult work on behalf of their country, at tremendous personal cost. They inflict collateral damage, certainly, but they’re shown trying to minimize it; they aren’t saints, but they’re very far from monsters. These protagonists actually have surprisingly little moral ambiguity to them; the worst you can say is that they’re decent people doing diffiuclt things in service of an (admittedly) regrettable political system.
The same reason I don’t typically root for any criminals.
I don’t remember that. I remember her killing a cop, though.
Would you root for a Western spy - a James Bond or the like?
Sometimes, yes. James Bond does not kill innocent bystanders when it suits his needs.
Have you seen the way he drives 
Yes, but at least he usually seems apologetic…