Honestly, the psychology is pretty messed up when you think about it, but I think that's the point. We're all attracted to the forbidden, the power imbalance that would be terrifying in real life. The innocent heroine becomes a stand-in for the reader's own curiosity about that dangerous world, but she's shielded by a plot armor of 'purity' that the dangerous man finds irresistible. It creates this tension where you know she shouldn't be safe, but the fantasy insists she is because of his obsession. It's less about realism and more about exploring a total surrender of control in a 'safe' narrative context.
That said, the quality varies wildly. Some authors just use it as a lazy shortcut for insta-conflict, while others, like Cora Reilly or Sophie Lark, build these intricate worlds where the innocence isn't just naivete—it's a strategic disadvantage in a game she never agreed to play. The appeal isn't in her weakness, but in watching her learn the rules, or better yet, start to change them from within. The worst ones keep her a blank slate damsel forever; the best ones show that innocence getting burned away, leaving someone sharper and more complex.