I liked the theories about who could have kidnapped the Unbreakable Queen, but I have one:
Ask yourselves this: what if the real villain is none other than the MC himself but from another timeline or the future?
I imagine that in another timeline, the MC was like the one we know; a young man curious to discover his powers, fighting villains, etc. But for some reason, something happened in that timeline (I imagine with the Heroes Association or with the Unbreakable Queen), leading the protagonist to not only be despised, but also to be eliminated. The MC, feeling betrayed, decides to become a villain; Discovering how his powers work and that he had acquired some others (through different villains he fought), he decides to train and master them. For some reason, the protagonist finds a way to travel either to the past or to another timeline, reaching the events before the game. Once in this timeline, the MC realizes that they are not the villains of their time, but rather different villains. What if the same protagonist is the one who is managing Metal Maze (I don't remember his name, I think it was him), Lovestruck, the girl that Lovestruck mentions and other villains that we will see in the future?
Yes, I know, it's a cliche or something already seen. But nowadays, timelines or time travel are in fashion. In addition, it is also frequently mentioned to see a bad version of a protagonist.