I’m certain the vapidity of the characters in Gatsby is entirely the point.
You know how kids’ books for beginning readers are mostly about stringing together words that are easy to read and make a sensible sentence? See Jane run. Run, Jane, run! why is Jane running? Because she wants to. That’s how Gatsby read to me with more complex words and sentences.
I don’t even mind books where nothing much happens (Iyashikei) if the setting is novel. But Gatsby was predictable and dull for me with cardboard characters living passive lives.
The other book that lots of people seem to love that I've never been able to finish is Moby Dick. I don't dislike it but he pace is a bit slow for me.