Are you asking about Conan or the PC?well, it would be nice to how what grabs people.
Conan is compelling because he is expressly NOT what people think of stereotypically.
In the case of the PC I bet the answer boils down to "the adventures they went on and what they did."
If the only thing that is interesting about a character is how they function in combat, I can think of a few genres of games better suited than RPGs.