They never. Ask our Raquel!
No, hard for them to warm up to Djokovic in Madrid I would think.
He's not as beloved as Federer at IW, but I think the crowd quite likes him.
For instance with Nadal, there are a noticeable number of people in the crowd who cheer against him even when he plays people 90% of the crowd probably never heard of, but I've not seen that with Nole. Probably more people don't care one way or another, but I've not sensed any ill will as I do with Nadal.
I'm not sure about New York. I can't tell from TV so much. In Miami, it's all about the South Americans, so it doesn't matter who is playing. If someone plays against a South American, that's who gets the cheers.
Nadal benefits because he's from Spain. That's the default choice if there's no South American.