You didn't buy him as Vincent Vega?
All the Pulp Fiction bad guys were.... pulpy. Caricatures. That goes for every Tarantino movie except maybe Reservoir Dogs.
Don't get me wrong, they're very entertaining and I like them a lot. But even when Marsellus threatens the hillbilly with rape and torture or when DiCaprio's character threatens to beat Hildy with a hammer I still feel like laughing. I don't feel they're threatening or serious at all.
Joe Pesci's gangsters are also like this, where even if he's doing non stop horrible shyt he's too damn entertaining and quirky to stop and just go
Now this is scary gangster: