What about Sylgja?
I think that holds true for just about any follower in the game. It's hard for me to have a strong opinion about, well, any characters in Skyrim, frankly, because there's just no character development, no prominent characters, no...anything.
Homestly, I think that's one of the main reasons that Serana's so popular. Aside from falling into that "sexy female vampire" cliche, she is by far one of the most interesting characters in the game. She's one of the few that I feel any real desire to speak to, to learn about.
I wish Bethesda would do a bit more like that in future games, where they make other NPCs more important to the story. Like, for all its flaws, I think I enjoyed Oblivion's main quest the most out of the past 3 TES games, simply because it really did put emphasis on other characters and their development.
Like in Oblivion you see Martin going from a timid priest to a fully decked-out Warrior-Emperor, leading the front lines against several of the most vicious attacks in the entire Oblivion Crisis. And I felt much more invested in that questline than in any other in any TES game I've played, simply because it had likeable, interesting characters. I even remember that, on my first playthrough, every time I would return to Cloud Ruler Temple, I was always terrified that I was about to walk in on another Kvatch. I think that, by putting the fate of the world on the shoulders of someone that isn't the player, the story becomes much more desperate, because one thing I've noticed in TES quests is that the player is infallible. You don't really make decisions often, mostly all you have to do is survive. When you also have to protect someone, or something, else, the story has a completely new dynamic.
And it wasn't just Martin either, there were several supporting characters like Baurus and Jauffre that I came to like, and one thing that I really liked about the Oblivion main quest was that, after a certain point, most of these supporting characters had their "essential" mode switched off, meaning if they died, they died. I remember constantly reloading battles, not because I died, but because I refused to allow my friends to die. On my characters that used Restoration I always made sure to have a strong heal-other spell on me at all times, just in case I needed to pump someone I liked full of healing. I never really had any moments like that in Skyrim.
Sorry if I got off-topic lol, one thing just led to another I suppose.
It's not just the backstory, I don't find Serana's backstory that epic. It's pretty much the lonely type who's parents didn't really care about, nothing out of the ordinary. There's some people in the Thieves/Assassins guilds who have their own backstories (Cicero in particular, Sapphire, Astrid...) but it doesn't make them better characters than Serana.
She's just mysterious. Don't know for you but from the moment I found her in game I was like "why the hell are you not attacking me or at least having that arrogant vampire attitude?", "you are thousands years old why do you have such an innocent attitude?" and so on.
She doesn't make a lot of sense and that's why she is interesting. Cicero could have that effect too if only the "clown assassin" wasn't already a copy/paste from Batman.