" A show where the character doesn't develop/form connections would probably be boring, but my impression is that sociopaths are incapable of these things."
You're absolutely right... and it is a problem.
The fact of Dexter being a sociopath was one of the things that attracted me to the show in the first place, like Spock on ST and Data on ST:NG, I was interested in someone who really couldn't connect with the people he had to be with. And of course in Star Trek they put the characters through a lot of changes since to have them connect because never forming connections WOULD be boring!