I do feel sympathy. And I believe that over the course of his relationship with Ariadne, he changed in some ways for the better—and in some ways for the worse. Just like any human being—and I believe that is one of the big ideas behind this novel, and likely behind the purpose of the ancient myths themselves, for the people who kept these stories alive. They are fantasies of human creation, therefore the gods are really just humans but with special powers...which is a way of saying that we too have these powers, to use wisely or to use selfishly.
Dionysius has the power to nurture life and love, and also the power to destroy for the sake of his ego. He is capable of loving in the knowledge he will one day experience grief—- that is very human, and deserving of sympathy. (When we lose someone we love, it certainly feels like an eternity of grief.) He is capable of getting caught up in revenge or seeking adulation—and living to bitterly regret that—-also very human. We are left with this question about Dionysius as a challenge, sort of, to think about what we believe people are capable of...