Let's get this clear at the start: Frank is both the most unhinged and most rational Marvel "hero".
Frank has no real archenemies to fight, I mean he has Jigsaw but that's really it, this may seem like a small point but think about that. Guys like Cap and Spiderman always focus on the big flash supervillains, sure they may stop a bank job or a drug deal every now and then, but Frank deals with the dirty stuff.
On some level, I think the heroes realize that. They spout off about how wrong and evil his methods are, but they never fully turn him into a villain. He's fighting the fight they can't.
Frank deals with the child rapists, the men who turn women into slaves and sell them, he deals with the nastiest most soul searing things and he is the only person who can.
Why?
Because he's already broken. All the other heroes have familes or friends or a team to fall back on, Frank has nothing, he's a broken man with a single impossible mission he set himself on and he is the perfect man to fight the darkest depths of man's depravity because he's been both the victim and the actor in the cruelty of it all.
He let Cap beat him to show him that no matter how heroic you look you're still a person and still able to make shitty mistakes and shitty decisons. He knew he couldn't beat Cap, he just wanted to tell him to his face that he's making a bad call by using a villain