What to do with unsympathetic characters?

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I had a chat session with some characters recently. Do you do that? I had the first draft of a short story that needs a fair bit of work; my protagonist finds herself on the River Styx and up against the Ferryman. I figured that having a chat with the characters might bring some things to the surface.
Thing was, one of them was such a nasty piece of work that even my muse wasn’t keen that I talk to him.
(By the way, feel free to insert ‘right brain talking with left brain’ rather than ‘muse’ if that makes you feel more comfortable).
Here’s how it went;

Me: I want to talk to him.
Muse: You don’t. Not really. He’s a nasty piece of work. He’ll connive and try to trick you.
Me: But I need to know what he wants, how he sounds. What makes him tick.
Muse: What makes him tick is that he’s been stuck in this boat for years, decades, even centuries, who knows? Stuck here since he was tricked into it by the last gatekeeper. And he’s had all that time to stew, to brew, to grow his grudges – and to make new ones. He’s got money to burn, pages to fill, itches to scratch. He’s just been waiting for the right gullible idiot to come along who he can talk into taking his place.
Me: Why hasn’t he found one yet?
Muse: Everyone is here for a reason. Most of them are too entrenched in their journey, either desperate to move on or focused on where they think they’re going. Either way, they don’t often have the mindset to be tricked or if they have, they don’t have the leverage to stay.
Me: Can I talk to him?
Muse: Don’t say I didn’t warn you.

Me: Can you remember who you are?
Him: Of course I can ye daft bitch. I didn’t die of old age and stupidity y’know.
Me: What did you die of?
Him: (nasty smile) Nosy bitch ent ya.
Me: Ok, why do you want off the boat?
Him: Wouldn’t you? Stuck in 30 square feet for eternity?
Me: That’s a lot more than some get.
Him: So you think.
Me: You didn’t answer my question.
Him: No, I didn’t did I.
Me: Well?
Him: Well? You think just because you’re here I have to tell you all my interests and secrets? I don’t see me getting anything out of this.
Me: So, there always has to be a profit?
Him: I didn’t say that.
Me: Then you’ll do something for nothing?
Him: I didn’t say that either.
Me: She was right. You are a wriggly little bastard aren’t you.
Him: (snickers)
Me: Well, I do know some things. And as I’m the writer I can just make stuff up.
Him: You do that girlie.
Me: You might not like it.
Him: You won’t like the truth.

So I figured I’d talk to my other character, she was the protagonist after all (I won’t make you wade through that dialogue), but she doesn’t seem to have any redeeming features either.
Of course they don’t – they wouldn’t have ended up where they are if they had!

On the one hand I’m ok with that, not everything has to have romance or a happy ending… but the reader needs to get something out of it. I’ve thought about trying to make my protagonist ‘nicer’ but she loses her edge, she’s actually much more interesting as a darker character.

>Sigh<. This needs more thought, but I’d be interested in any comments you may have.