Was he though?
I think people hyped Jon too much and expected some endgame where it's revealed that was the main hero of the saga where he did everything single-handedly. This wasn't that type of escapist series.
Classical heroes like Robb and Jon were consistently fed to the grinder.
Jon's parentage only exists to destroy him as a person.
I think t he biggest issue with Jon on the show is that he's not shown to have a lot of agency. Ever since he came back from the dead he's just along for the ride and not really making decisions(aside from killing Dany next episode). So instead of a classical hero who is failed by his own failings, he comes across more as a "Ah geez guys" sort of person.
The books will probably hit the same plot points but come across better in that regard. Jon's parentage is a curse to him, but he is constantly dancing between what he wants to do and what he thinks is his duty(his guestright shenanigans with Alys were such a beautiful loophole, even if uh the night's watch probably didn't like it) and him choosing to do his duty and killing Dany in the books will feel a lot more natural when it's done after thousands of pages of him fighting between duty and his desires.
In the show Jon comes across as a bit more of a "Hey do something" because he's not really doing a lot. He's still objectively the hero - he brought together the army to kill the Night King, united everyone and will rid Westeros of the genocidal invader Dany.
In my opinion Jon's issue in the show is that everything he does seems more like something he stumbled upon than something he decided to do himself, which is partially due to the show not featuring his internal thoughts and partially because somewhere around season 4 they started to rid him of his humanizing flaws. Show Jon never seems to hesitate about the Winterfell offer while Book Jon is like "I have to see my duty through but goddamn it I have never wanted something so badly in my life" and it is arguably part of his reason for marching south at the end of Dance.
Like Jon is more of a Frodo or even a Hamlet than a Rand, but the issue is less that he didn't do everything single-handedly and more that the show didn't really frame his actions the right way, in my opinion.