I would argue that Rogue - Can't Touch This would not count as a villain. Her card text reads:
"When fielded, capture an opposing fielded character (until the end of the turn). Rogue copies that character's stats and abilities."
Since it doesn't mention copying their Affiliation or the card in its entirety, she only copies the stats and the abilities of the card. So you would have a Rogue - Can't Touch This who has the stats and abilities of whichever villain you captured. She is still affiliated with the X-Men and is still a Mask character for any effects relevant to either of those.
I didn't have my cards to hand but there must be another character that copies but the only other one I could think of off the top of my head was Mystique but she's a villain anyway.
Another twist could be if you capture a villain die would you then count as having a villain fielded?