I think because we are reading about their lives and some portions of the bible are more like stories, sometimes, than historical accounts?
Various OED definitions for character:
-A person regarded in the abstract as the possessor of specified qualities; a personage, a personality.
-colloq. A person, man, fellow (freq. slightly derogatory)
-A personality invested with distinctive attributes and qualities, by a novelist or dramatist; also, the personality or ‘part’ assumed by an actor on the stage.