Well, Shadow is lacking in compassion and empaphy. When Rouge was trapped in Security Hall, he had some compassion to save her given the moment reminded him of Maria. But Shadow is somewhat of a selfish guy.
In fact, he reminds me of my second eldest brother. As the youngest, I love all my brothers fairly, but to him, it feels like I can only be neutral with him, y'know? It's why I don't get why Shadow the Hedgehog is second-popular to Sonic himself when Shadow... is a dick half the time.
https://www.youtube.com/watch?v=veSFrIVKXOY
It's the "Cool Rival" Trope.
And it only worked because Sonic was there too.
A fast and powerful rival who is unimpressed by the hero, Sonic, and giving the hero such a hard time more than rather than just a standard obstacle ... making him look cooler than the hero himself.
Same with Vegeta from Dragon Ball, Sasuke from Naruto, Darth Vader from Star Wars, or Sephiroth from FFVII.
It won't work as much if he's alone in story.