Actually they dont, they try to give him/her personality but it always backfires. I think the last game with good balanced characters was FF6 and that just was with a handful of them like Terra, Celes and Locke, the rest wasnt bad but werent that particularly good, maybe Sabin and Edgar.
After that well it has gone downhill. They tried the silent brooding dude and got Cloud, the worst character out of a gang of horrible characters so bad the best one is a fucking cat robot. Then Sqall, who was so barren of a personality it was offensive since he wasnt even a silent protagonist. Then came Zidane who was so in your face you wanted to punch his face, with the only saving grace being Vivi and a secondary character like Beatriz (who fucking ruled man), then FFX which was ugh, FFXII only had Balthier really and FFXIII just craps all over the fucking dog I was offended.
I think they shouuld try something like Yuri from Shadow Hearts or Maya from Persona, hell the entire cast from both games except maybe Luccia, Gepeto and Ulala respectively, now those characters were well written, they were interesting and had a hint of realism. which so rarely games have.
To be fair, characters and story have never been FF forte, the best well rounded one was 6 and that was really like a fluke, eeverything went right then, and then they just still delivered great games, but never achieved the balance they had in 6. And then they merged with Enix and all went to complete shit.