What are three reasons why we feel sympathy for Macbeth at the end of the play?
One reason we might feel sympathetic for the villainous Macbeth at the end of the play is the fact that he has clearly been manipulated by the witches. By revealing to him a series of half-truths, they have goaded him into destroying everything around him, including himself. When he realizes that their prophecy that only a man "not of woman born" could kill him was in fact about to be fulfilled by Macduff, who was born by Caesarian section, he knows that he has been duped.
Another reason we might feel sympathy for Macbeth is that once he realizes he is not, as he thought, invulnerable, he still resolves to go down fighting. There is no doubting his bravery as he compares himself to a bear tied to a stake, forced to fight to the death.
Finally, we recall at the beginning of the play that Macbeth was a good, honest, loyal thane. At the end of the play, as the witches' prophecies come true (after a fashion) we find ourselves asking whether Macbeth was perhaps the victim of malevolent forces beyond his control. It seems possible that his death was fated, or made inevitable by the witches themselves. So even more than a dupe, Macbeth could be interpreted as a victim at the end of the play, albeit in a different sense than his own many victims.