Claude is extremely shrewd and pragmatic, eyes on the prize but he knows what it takes to make his dreams come true. So arguably that makes him potentially scarier than both Dimitri and Edelgard who are easier to understand. Personally I think it just makes him more interesting than if he were just flatly a goody goody guy so many people reading him as such was a genuine surprise. It's no coincidence I think that him, Hubert and Sylvain are best at chess (iirc) from their respective houses. It ultimately makes the moments where he does let us inside his head and heart have more weight to me.