Exactly my thoughts on Zidane. Personally, I think besides Zidane, Vivi and Dagger, all other characters don't get the development they deserve. Freya has some moments, but they pretty much end after the Siege of Cleyra (sadly). Quina and Amaranth have barely any growth in the main story, nor influence it in any very specific way. Amaranth is mostly a drive to establish Zidane as a genuine careless hero.

I understand that you cannot associate with Dagger. I think it is a matter of empathy in a sense. I associate with her because I can understand how hard would it be to simply get back and fight having her "hometown" destroyed, seeing her people die and having her own "mother" to fall in battle. If I were to be in her shoes, I think I wouldn't be able to fight either, and she still does, even if concentration is not always possible. For that, I don't consider it as a flaw at all.

Also, she tries for a long time to solve her problems on her own, with only the help of Steiner (she is still wanted, and hiding on her own would be very hard). She is from the beginning very much independent from Zidane, although, the game tends to show that Zidane can be of great help. In that, I can still not blame her. It is part of us to try to solve our own problems, even if we did not caused them.

In the end, I think she is the most human character of them all, and that might be a factor in empathising with her or not. Nowadays, I tend to prefer characters that seem more believable has human beings, but that's on me and I'm not stating that everyone should follow my opinion on this :)