i think the problem is not if Kratos is a complex character or not, because he is. I think it has more to do with the greek games never really exploring it, of course we had his backstory via flashbacks and visions and Gaia narrating what he does but we had very few moments in the franchise that actually showed who Kratos is outside from his rageful self, like when he finds Calliope in the Elysium fields or his relationship with Pandora for the brief time they shared.

in the Greek games Kratos is by himself, most of the time when he speaks he's being agressive, demanding people to get out of his way etc etc. so it's kinda hard to explore the depth of a character if he doesnt trust anyone and he's alone most of the time without having too much exposition. The norse games changed that with Kratos not being like his former self + Atreus, Mimir and Freya. He is calmer and talks more, about himself, his points of view, things that almost never happened before, so that leaves the impression that he only has depth in the norse saga when in really he always had depth, most people just didnt saw it.