There's also Freya... and Lezard... and Brahms... and Jelanda... you're being really selective about what you are and aren't including. Many characters have interactions throughout the story after they become Einherjar, though not necessarily while they are in the party (though even there in some cases they do). Some threads are unresolved, but that can be said about any story, so that's not an indictment of Valkyrie Profile. Badrach's probably the most significant of those and is somewhat odd, given the closeness to Jelanda's story, but given the way the game is structured they probably couldn't guarantee the characters would actually be in contact with one another (i.e. sending them to Valhalla) so that's likely why some of those connections didn't happen.
You should probably also keep in mind that unlike the Persona series, most of these characters are adults, many of them are warriors, and they understand they are going into a war. Wars generally don't have as much talking when the actual war is occurring (not that I don't appreciate the colorful lines during Purify Weird Soul). I think there's a shared understanding between these characters that they're to fight (hell, many of them say as much).
As for characters in P3 being thralls, I feel like you're missing the giant part of the game where you are basically creating a harem.
Like, this is the creepiest shit.[FAQ010] What does it mean by "she may go jealous if I see other girls?"~~~~~~~
In FES, some social links will become your lovers. These are Yuko, Chihiro,
Yukari, Mitsuru, and Fuuka. Once they reach a certain level, you?ll see a
message saying that they will get jealous if you see other of the five girls
(Maiko, the bookstore owner?s wife, and Aegis are not considered here).
The system does allows a little bit of cheating.
According to the JPN complete guide. All reversible females will go reverse if:
1) you didn't see them for 60 days (for guys it has become 90 days)
2) you double booked and ended up cancel on her
3) in a certain occasions, you picked a wrong answer during social link
conversation
After you have reached a special relationship with a girl, say, Yukari. You are
supposed to see her within another 60 days. However, if you see other girls
(Fuuka, Yuko, Mitsuru, Chihiro, regardless of rank), the time limit drop by 15
days each meeting. Which means, if you see another girls once, then you'll have
to see Yukari within 45 days (or 45 - days passed if you're being exact). If you
have met two girls, the it drops to 30 days. If it's three, then it becomes 15
days. So, three cheatings is the maximum you can go. And the round one max links
guide should not cause you any trouble.
And look, I'm not saying the characters take no independent actions, but it's clearly not what they decided to take as the "lesson" from the game when they were creating P4 and P5. I say they're thralls because of the weird stuff above, and because the stuff you're talking about, while part of the story, isn't the thrust of the game (which is ironic).
I got to be honest, I picked up the game when it was portable so like for the longest a lot of this shit passed me by because I played the female protagonist route. It really sucks in hindsight.
EDIT: Also, I'd really like to see the P3 FeMC on a console with her own "answer" epilogue.