It's just western Fire Emblem fans that tend to feel that way. The Japanese Fire Emblem fans regard Roy very highly.
Here are the Famitsu scores for some of the games, found on Serenes Forest.
Shadow Dragon - 34
Radiant Dawn - 33
Path of Radiance - 34
The Sacred Stones - 35
Blazing Sword - 34
Sword of Seals - 36
Thracia 776 - 35
Genealogy of the Holy War - 31
Mystery of the Emblem - 36
Along with Mystery of the Emblem, and possibly Awakening, Roy's game "Sword of Seals" was actually rated one of the highest.
And then on a poll hosted by Nintendo Japan's website, they asked players who was their favorite character of Fire Emblem: Sword of Seals.
Roy got 1st place popularity.
Here's the link to the website in Japanese:
http://www.nintendo.co.jp/n08/afej/k_tohyo/01.html
There seems to be a trend that western Fire Emblem players like main characters who are powerhouses, and can sweep entire armies on their own.
Meanwhile, characters like Roy may not be able to solo entire maps, and they also need to be watched closely, but Japanese players seem to appreciate that quality about him, and the challenges that it could provide.
FE6 Roy is a lot like a King within a Chess game. Around the beginning game through the mid-game, the King isn't a very powerful piece and must be protected by many other pieces. However, around the end game, once the board becomes more cleared out, the King generally becomes a much more useful and powerful piece. It's much like Roy's situation where he advances near the end of his own game.
He's a character that forces strategy upon the players, a character who values intellect.
I mean, at the young age of 15, he didn't even have a master tactician to rely on like his father did, or Lyn, Hector, Ike, Lucina, etc.
HE WAS THE MAIN TACTICIAN OF HIS OWN ARMY.
Our Boy needs more credit, and he's going to get his due. Both here and in the "Evening Smash."