Yeah it was the way stories were told back then I guess.
I also think that lots of the depth he gained was actually _between_ or after the movies. We feel like he was fleshed out more because we read 40 years of comics and books about him.
Also interesting: If you compare Luke in EP4 with Rey in EP7 I think she's actually in front concerning character development. Just because stories are told more quickly nowadays.
For Finn that doesn't work unfortunately. His story was told too a bit too quickly IMO. If we look at it:
Rough steps:
1- Stormtrooper who is a bit insufficiently indoctrinated
2- Traumatic experience (Death of his buddy, the bloody helmet scene) and something snaps
3- Realizes he is on the wrong side
4- Identity Crisis. Everyting he was ever told is wrong. He doesn't even have a name!
5- He meets Poe and sees the opportunity. Ethics take over and he helps him.
6- He almost dies. Poe dies (from his point of view)
7- He is like a child now, a new person, now suddenly with ethics. He immediately tries to help Rey when danger approaches.
8- He continues with that. He uses his knowledge to convince everyone he is on the right side, he helps them and fights his former masters
9- He is ready to take on Phasma, even Kylo Ren, a Force user! A person who is so much stronger than him he knows he is most likely going to die. He faces him using a lightsaber and almost pays for that with his life!
That's a very cool story! But the points 1 to 5 are told much too quickly. In one scene he is traumatized by the Death of his comrades and two scenes later he is happily shooting a few dozen guys he probably lived with and went to academy with to help Poe escape. That was just too fast. And that's a missed opportunity. I liked the character very much.
(And I kinda wished he would be a bit force sensitive in the end, keeping the lightsaber since Rey doesn't want it while she constructs her saber staff, which is clearly better since she knows how to fight with a staff already and is bad with a lightsaber... *sigh*)
EDIT: Goddammit I am angry Disney gave her a cool unique signature weapon, just to ditch it for the damn lightsaber. She even says she is not going to touch that lightsaber ever again. Why didn't she mount it onto the staff? GRRRRRRRR