Maybe it's because of the fact that Bajaj is a two faced criminal?
I mean Komo, for all her vices is atleast upfront in what she is. She has never work a mask pretending to be a decent, stand up person.
Whereas Bajaj wears a mask all the time, literal or figuratively and who knows that better than Anurag.
Maybe he knows that Bajaj is terrible and inhumane to his employees.
Or maybe Anurag is like the audience. I mean, they too hate Bajaj the most inspite of the fact that Komo is the bigger villain in the story. Anurag is just following the audience here. Basically Bajaj is terribly unlikeable. Very very easy to hate.
In Anurag's word he is a white collared criminal...😂😂