That's the point. He's a borderline psychopath but he doesn't make a show of it until some pretty horrific outbursts of violence. Is character is very low key, even when he's trying to be threatening (compare the scene where he threatens the guy in the strip club with the bullet, to the scene where Batman is beating up Bane in TDKR shouting 'where's the trigger!?'). He's similar to The Man with No Name mentioned by the OP or Travis Bickle in Taxi Driver.