#2 His character works
There are some characters that just click with the audience. Dean Ambrose with his hard-hitting music & devil may care attitude has been a hit with the fans, and he is clearly someone the WWE crowd looks forward to during the shows.
Even when he was first turned heel, Dean was still able to win over the crowd, and got a rousing response from the fans in the beginning (even though the feud with Rollins ultimately felt like it under-delivered).
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In all his characters, Dean has shown that he has a certain charisma that not only reflects and make his avatars a success, but he also backs that up with his performances in the ring.
A testament to that is the fact that Dean is already a Grand Slam Champion in WWE, and that's something not many can stake a claim to. It is his slightly different, slightly edgy persona which has helped him get over with the crowd on such a scale.