From the moment he walks into Ghostbusters HQ, this EPA agent has a high-and-mighty attitude. After he condescendingly asks Venkman what the Ghostbusters do and mocks Pete's degrees, we're rooting for Venkman when he puts Walter Peck in his place. We have a sense of satisfaction when Peter gives Peck the boot, and we laugh with Venkman as Peck threatens to come back with a court order.
Okay, so we can all agree that Peck is a jerk, but did anybody ever stop to think that he's absolutely right to be concerned about the Ghostbusters? Even the Ghostbusters are worried about the Ghostbusters.
When they go on their first mission, they're freaking out about the fact that they haven't tested the nuclear accelerators they're about to unleash in a crowded hotel. Our boys are also worried about the containment unit blowing up. Sure, Peck re-earns our hatred when he causes the explosion and then tries to blame it on the Ghostbusters, but, for the most part, our heroes' main Earthly antagonist is just a guy trying to do his job.
A small, petty, mean guy but still.
P.S. Fun fact. William Atherton, who played Peck, claims that his life was ruined by playing such a loathsome character. (Okay, so that was a fun fact for us; not for him.)