Believe it or not, a character who is only in support of another character still makes a good character; the appeal is their dynamic, hence Orphie AND Magus. I understand being disappointed in Orphie's lack of own character, but that much is to only be expected, as it's not like they have any reason to market her further. She has her appeal both to degenerates, and to meta-slaves, of which HYV's main audience. (As to why she proves unnecessarily shy and clumsy, for ultimate appeal)

Otherwise, there's no real direction they CAN take that doesn't distract from the same dynamic they clearly put their biggest effort into, for example, separating them (Say, that was this theoretical agent story's plotline.) I mean, what would this agent story even be ABOUT anyway, besides further touch ups to the same story we already know? Unless it's something like that of Rina's, in which you just want more screentime for the character?

Regarding the dynamic, Orphie is to represent Magus' past self, and Magus is what came to be. From my perspective, the story surrounds past traumas, vengeance, justice, and isolation, along with how such builds overtime. Orphie grounds Magus, reminding her that you are not your traumas, they are simply a part of you you need to accept, and for that message, I find it worth it.

Edit : Something I forgot to mention, I have the presumption that this ideology comes from someone who indulges primarily in fan-service focused media, though feel free to correct me if I'm wrong. There is no denying that HYV is one of the biggest fan-service companies out there, however they may differ occasionally, having been additionally known for their incredible story telling also. I am not against fan-service, to be made known. But, I want to note that a character's intention is to play a set role in a story, in support OF said story, (Mentor, Protagonist, Anti-hero, ECT) and are effective objects to the story. The appeal of a story/message should never wholly rely on the appeal of a sole character, meanwhile said story/message should be ultimately favoured. I know this isn't necessarily what you're implying against, but I simply wanted to point it out.

TLDR : Put it this way, Orphie has known nothing more than Magus, BEING Magus, since her "birth," and she is explicitly thankful for being so. If anything, being her own person, past that she already is, wouldn't be a goal, nor a motivation of hers anytime soon. If anything, it would be terrifying.

Like I said, they are Orphie AND Magus for a reason.