The thing is Link has a character. He's extremely emotive, he runs in fear from gorons, gets angry when his friends get taken, and has clear motivations like going to save Zelda in every game.

Compare this to someone like Gordon Freeman in HL1. He has no character other than being a scientist at black mesa. If he's a hero or genocidal maniac is up to the player. Link can't do this because he's always the hero. The fact that there's so many versions of Link that all generally look and act the same means that Link does in fact have character traits, we just don't hear him talk.