I'll say something that I'm not even certain of myself, but here goes: I think it's his insistence that someone is his Nhaama. Nhaama being a goddess rival and lover to Azim, the Sun God Magnai's tribe worships, really makes him look like he's weird. In a Judeo-Christian context, imagine you saying you're Joseph and are longing for your Mary. And going around asking people if they're your Mary. Even if you're not too religious, you would at least think the guy has a few screws loose.
As for Endwalker G'raha, Y'shtola...
I think Y'shtola's magical girl bit was just the writers performing a Japanese meme.
G'raha does at least one thing that the other Scions can't do without it looking weird, at least not so immediate. He provides the Warrior of Light with a friend they can just chill with. Which I think explains the SoL bits?
We could have a casual meeting with Y'shtola, Thancred or Urianger with food at the Seventh Heaven but we know it'd be mature and with either a lot of talking about complex matters or about planning for the future like your parents.
We could have it with Alphinaud, but it'd be formal. With Alisaie, it'd be closer to what we have with G'raha, but she's still got some formality and sense of duty to her, it wouldn't really happen.
With G'raha you at least have someone who would munch on a burger so carefreely while chatting about literally anything.
Such a scene with Estinien would just be awkward side glances.
No, I'm talking about said future adventures as established in 5.X patches. Those are the ones I'm expecting to give him some tribulation to get some further detail.
I'd otherwise say, yes, his character growth happened off-screen for the most part, and then we just fine tune it over the course of Shadowbringers-proper. Endwalker just established where he was at that point and his outlook, like all the other Scions. Not much growth or development for almost any of them. Just "Here is where we stand".