Some fanfics might focus on the psychological aspects of the characters. For example, they could delve into why the characters react the way they do to the strange situations they're in. Maybe it's about their fear of change, or the way they've been indoctrinated by the 'lessons' they're being taught. The fanfic could also be a way to give the characters more agency, as in the original they often seem to be at the mercy of the surreal events.
I have no definite idea. It could be that the comic duds are meant to convey a certain mood or theme, or maybe they are just for visual appeal. Who knows?
Often, the fanfic explores the characters' deeper emotions and backstories. Also, there might be alternate universes or expanded storylines based on the show's concepts.