“Wicked” has etymological connections to the world of witchcraft, and still carries some of its original sense of being aligned with the forces of evil.
It has become synonymous with “evil”, but “evil” was originally used to describe that which is not-good, so it applied to anything that caused harm or violated moral principles, or was unskillful. In that sense, one could perform an evil deed without being a generally bad person. But someone who is wicked has adopted such actions as their general way of life. It described not isolated actions, but one’s overall propensity for causing harm.
These are subtleties that have pretty much been lost in modern usage, though.