Sheeva has so little purpose. She never really moves the story forward in a way that could only be done by her. Anyone could do the things she does. It's nifty and all to be able to play as a Shokan who isn't as slow as Goro or Kintaro, but I have yet to see her do anything to justify her inclusion in any game past her first inclusion. They tried in MK3, she failed, they never did anything special with her in her future appearances.
Baraka is one that I care about conceptually, but there rarely seems to be an ounce of practicality to his appearances. He never really moves forward in the story. He's some big, badass general in Shao Kahn's army. He's the leader of the Tarkatans. He's a pitiful henchman who seems to have one purpose: getting wailed on to move other people's stories forward. He could be cool, but as far as how he's actually used, couldn't care less.
Sindel is one I never really knew too terribly much about her until this most recent game. She never interested me, but I figured I'd give her a shot since she's in the newest game. I was still wildly unimpressed. Her sacrifice to protect Earthrealm was solid, but from there...nada. She never did another thing to interest me. Her huge melee in the Story Mode kinda irked me in some ways, but never really piqued my interest.
*shrugs*