> And yet we’re made to swallow the fact that he’s an exceptionally good person
Are we? Wolfe has stated in interviews that Severian is not supposed to be seen as a good person, but rather a deeply flawed one.
> an amazing leader whome people follow with no afterthought
Severian only starts to draw a following once he becomes autarch, and then people aren’t following him as much as the office (or the effects of the office). Elsewhere, it is Severian who tags along with various people he meets.
> the Chosen One who brings the era of the New Sun.
Did you go on to read The Urth of the New Sun? I won’t spoil it here for others, but that book does reveal that Severian’s “chosenness” and “saving of the planet” isn’t ultimately all it was cracked up to be.
As for lack of character growth, it is strange that you list Dorcas an example, because IMHO her gradual development over books 1–3 (with the coda in book 4) is a poignant aspect of the work.
And incidentally, novels where a protagonist tours a world full of odd characters, and the author does not particularly develop these characters or even the protagonist, is a well-established literary genre that goes back many centuries (the picaresque).