That's true. It's interesting that for Christianity, that figure is considered a villain.
What's interesting to me is that the concept of a Satan figure only enters into Judaic lore after the Babylonian Captivity. During that time, the Jewish scholars that were held met up with other scholars, notably those of the Zoroastrian faith. The Zoroastrians have always had a strong concept of good vs. evil, so the theory is that the Jewish scholars subsequently implemented this concept into their lore. In fact, in the earliest versions of the Old Testament (and the Torah and Koran) the Satan figure (who has had slight naming variations) was actually working at the behest of God, or at least with his consent. Look at the story of Job for instance. One could probably argue the Adversary and Fire-bringer concepts are central to a God figure for any of the Qabbalistic, Christian Theurge, and Zoroastrian tradition. Those are traditions that typically don't lean toward mentor spirits, but the Adversary and Fire-bringer mentor spirits fit pretty well.
Not many others have a similar station, do they? Prometheus, I know is considered bad by the gods, but I don't actually know of how he was seen by the Greek clergy and stuff.
So Odin would fit as Fire-Bringer... I'm interested in hearing the others that would fit the bill from various religions.
Not a whole lot of faiths have a dedicated villain in their pantheon. Even Loki and some of his ilk weren't really "bad" per se. They did bad things, but often for what is later revealed to be good reasons. Hinduism is chock full of these dichotomies - their gods are both "good" and "evil" in a lot of respects. This would be similar for the Greeks and most polytheistic religions though. The closest Greek figure that we have to the traditional Christian view of Satan is Hades, and even he isn't really "evil." Native American beliefs are full of the idea that these spirits represent both the good and bad aspects of the spirit. Egyptian religion is full of this too. The same goddess (Anuket) who controlled the Nile would bring fertility and destruction with the rising and falling of the river.
I think you'd have a harder time pinning down a strictly villainous figure in most traditions, actually. The only ones that I can think of are monotheistic, but even they have a certain bit of duality if you go back far enough.