Look at "American Ninja". Or "3 Ninjas" for a (slightly) younger audience. Both are terrible, terrible movies. But American Ninja is interesting because it shows that being a loner gives strength and independance (The main character) and being part of a crowd breeds weakness (Every mook or american G.I. in the film.) A fistful of Dollars is really indicative of this idea; Eastwoods character is made stronger through his independance from the two gangs than his reliance on either one. It does show a more dangerous path, though. 
Loners are cool under pressure, (A big thing. Everyone wants to be cool and in command of the situation.) are hyper-competent and are unweighted by common morals. There's no disgust felt for these characters for their actions, but awe that they could have the courage to do this and the skill to get away with it.
 
You can see that a lot of people who might have power issues in their life could get wish-fulfillment out of these characters. As people often blame others, a lot of people assume being a loner and solitude would bring back the percieved loss of power (Due to bosses, family, inherent social weakness.) 
Now, look at the type of people who play this game of ours. The stereotype is someone who is relatively unpopular, unfit, and so on  and so forth. If this stereotype has some grounding in truth (And i'm sure most everyone would agree) then the reason why there are more ninja/assassins is because the majority of gamers are not of the popular or socially powerful crowd, and make up for this lack with the powerful mental character of the loner.
Ever notice that the older people get, the less they play ninja/assassins? I would maintain that the younger generations of gamers would play such characters often, but older ones not-so-much. 
It's just because people are often more certain of themselves as they age, and have less of a need to prove themselves. 
IMHO, anyway.