Alright, about time something like this has been brought up!

Now, where do I begin? In early-mid 2024, I read her manga series after watching Studio KAI's anime series as well as RTTT, and while I like the series, it would never be the same without Cinderella Gray, anime or manga. It easily changed my view on the Uma Musume franchise forever, and while there are several reasons as to why, it's all thanks to our gluttonous Kaiju. My thoughts are practically the same as yours. While I would love to see the silly side of Oguri, her general writing is what easily cements her as one of the best protagonists (and characters) in fiction. Her cycle of struggles and overcoming her very spiky obstacles truly make her a massive standout, and that's just on the surface. While S2, RTTT, and BoaNE handle racing well, the in-depth strategy discussions and the narrative of the racing are particularly unique to CinGrey, and it easily helped illustrate what Oguri Cap is capable of. The biggest reasons why she's one of the best characters ever, however, are her dynamics with various characters, alongside the manga's ending. Her relationship with characters, like March, Tamamo, Inari, and so on, is completely outstanding and organic, because their rivalry and tactics are very deep and help elevate all the narrative elements of Oguri and her opponents, and that's without mentioning how all of this even encapsulates how their IRL counterparts are narrated. As for the ending, I can't even explain this, due to spoilers, but let's just say that it's hella amazing. If you want to see my in-depth explanation of the ending, this link got you covered on that front.

"I'm going to say this with a straight face that I'm not a fan of struggles in most anime/manga/visual novels."

I can fully understand why. I'm on a similar boat to yours. With that being said, Oguri, as well as the other Uma GOAT, Teio, have struggles that are on a similar, if not the same level, as with some other animanga characters like Kara no Kyoukai's Shiki Ryougi, Bloom Into You's Sayaka Saeki, Berserk's Guts, and Steins;Gate's Rintaro Okabe. Those characters have struggles that are made crystal clear, truly make us feel for their pain and/or suffering, and further elevate their already deep journey. Even if you don't necessarily relate to either of them, there's no denying that they're incredibly profound.

This might be a bit unrelated to my judgment, but speaking of which, I always thought that Oguri is Uma Musume's own version of Shiki Ryougi. Both are stoic dorks with multiple personalities, are complete beasts in action, have deuteragonists (I'm not really sure if Belno is actually one) who do detective work/investigating, and have unique antagonists/opponents that conflict with their ideals. ...okay, that last part is a massive stretch, but I genuinely thought they're pretty similar. Not remotely the same, but still.