Colbert30, I agree that it's because they lack personality, but that begs the question what gives them personality? I'd argue that personality comes from the player, not a paragraph or two of backstory and a handful of unique spells or abilities. In other strategy / RPG games I've played the interesting heroes were always the ones I leveled and chose the path for. I'm not against having certain heroes have unique paths and abilities (in fact, I'm all for it), but I want to be the one leveling them to unlock those abilities.
I want to recruit the hero an army and have them level to be a general while conquering an AI, or send them solo after a monster lair (which, I might add, are FAR too easy to clear) and see them develop into a powerful mage or warrior. Maybe one hero gets "killed" at a low level and is too wounded to continue adventuring, so I set them up as the governor of my capitol and they level up there to give bonuses to its food production or crystal mining.
While I'm wishing, let's take it one step further and make the statement that, in general, leveling up / gaining special abilities is fun in games like this. So why not make it so trained units can gain abilities as they level? Instead of a flat HP (overpowered) and accuracy (underpowered) gain, let the player decide if they should grow tougher, or stronger, or better at defending themselves. It would have to be a much smaller pool of abilities, but I think it would make trained units more fun.