Lae'zel is fine, for what and who she is. And you're never going to be friends with all your companions at the same time in the same playthrough - that's part of the game.
There is nuance, or at least the beginnings of it, and I believe once we are able to go to the Gith Creche her story will really start to unfold. (And her mental state will probably start to unravel!)
I agree, there already is nuance in Lae'zels character. She is a typical daughter of her harsh society, yet she shows hints of doubt already (we shouldn't forget, that EA only shows a fraction of the story yet).
I can see Lae'zels douot starting to grow over the course of the game. I doubt, that she will ever become a good character and has a redemption arc, but she might change her views a bit.