...For me, at least, Michael loses all sympathy somewhere around the time that he returns from Sicily in the first film.
So he does not lose sympathy for the double murder of a rival and corrupt cop in order to protect his father...but he DOES lose sympathy for stepping into his weakened father's position, protecting and expanding his Family, and avenging the murder of his brother and the betrayals of Tessio, Frank Pentangelli and Fredo Corleone...to name a few.
Interesting.