Dillinger hates the system, by which he means prisons, that hold people; banks, that hold money, and cops, who stand in his way. He probably hates the government too, but he doesn't think that big. It is him against them, and the bastards will not, cannot, win. There's an extraordinary sequence, apparently based on fact, where Dillinger walks into the "Dillinger Bureau" of the Chicago Police Department and strolls around. Invincible. This is not ego. It is a spell he casts on himself.