#1 There aren't many characters in the women's division
The main difference between personality and character is that personality is what we show to the world and is portrayed by the traits that go along with our outward presentation. Character is usually defined as the moral compass that defines how we treat others. Those two aspects are evident throughout wrestling, it's just that most performers today are extensions of a personality trait of that star. The Fiend is Wyatt's moral compass that exacts revenge when needed.
This isn't something lacking just in the women's division or just in WWE. There are very few real characters in all of professional wrestling. Things are based more on reality in today's business and thus most of the performers reflect aspects of their own personality. Charlotte Flair is from wrestling royalty and thinks she's better than everyone. Becky Lynch is the Man, having fought for everything she has earned in the business.
Mandy Rose is a pin-up model that thinks she's prettier than everyone while her former friend, Sonya Deville, is a tough former MMA fighter. There are some that will say that those are still characters and they are to a degree. They are more personality traits given life in wrestling instead of a character with depth and layers.
The men in WWE are in the same boat. Daniel Bryan used his real-life love of the planet as the Planet's Champion. Seth Rollins as Universal Champion was more Rollins' personality shining through rather than a character. The Monday Night Messiah is a character. The WWE and its women's division needs someone truly unique that cannot be found anywhere else. By using the template that Wyatt has created, someone like Liv Morgan, Ruby Riott or another female could truly make a huge mark with a character much different than what we are used to seeing.