I think he's great as a badguy. But if they want me to feel sympathy towards him he fails to be sympathetic.
I'm struggling to remember a film Cage was a straight up villain. I mean there was Face/Off which for the first half he was a villain and I guess he was quite an unsympathetic character in Lord of War and to a lesser degree Matchstick Men, but certainly nothing recently where I would claim he played a 'bad guy'.
I thought Weatherman in particular was a great role for him. This character that’s seen his home and personal life go down the gutter and is earnestly trying to rectify it, unfortunately putting his effort in the wrong places leading to a worse situation. Though from what I can understand he seems to be quite a polarising performer.