True, even with Byleth's soulless exterior he does have a semblance of a personality. The game does show scenes of him actually looking happy, sad and angry. If you ask me, the reason that people classify Byleth as a soulless persona (including me, lol) is because of his face in the main art and in most of the game being so "neutral".
I specify him, because female Byleth's face looks less dead than his.