#2 Why Dean Ambrose is better: his character was more layered
This point might be a hot take, but it's fair to argue that Dean Ambrose had a better character than Jon Moxley.
Moxley's character is that of an anti-hero who believes in uncontrolled violence. He doesn't fear anyone, and he loves to fight against the odds. While the above description is enough to make Moxley an interesting character, the truth is that it makes him look like the "Stone Cold" of AEW.
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Moxley's character is quite similar to Steve Austin's gimmick in the Attitude Era. Of course, it is not easy to recreate the magic of a character that has been done before. While Moxley has done a great job with his current persona, his gimmick is not as intriguing as the one Dean Ambrose had.
Dean Ambrose's character was always popular among the fans. He was an unhinged lunatic who seemingly couldn't be controlled. Just like Moxley, Ambrose was often portrayed as an underdog. But Ambrose was always more creative in the ways he handled his issues. Some of his acts might look ridiculous, but he was unpredictable.
It was a very unique gimmick, and Dean Ambrose played it to perfection. His character was at its peak in 2016, when the WWE Universe rooted for Dean Ambrose to main event WrestleMania.
Unfortunately, WWE never fully capitalized on the brilliance of Dean Ambrose. Still, he still remains one of the best WWE gimmicks of the last decade. Moxley is a decent character with proper booking. But Dean Ambrose was a magnificent character that got wasted due to WWE's poor booking.