Reading is also becoming acquainted with the characters in the story. The ambiguity of their personality is to an extent synonymous of how the story impacts their life as far as they participate. The more progressed a story is, the more we know about the characters in there. My personal views are that the shorter a story is, the more what we know about the character depends on the consistent story. That's not a law at all, but counts for my scarce experience as a writer so far. Is it easy for you to create a character apart from the world around him/her/it?
I absolutely think so. Maybe not every story is designed that way, but for most, the characters and the story are so tightly constructed around each other that it would just seem awkward if the characters were in a different story, or if the story had different characters. That's why I love stories, each one is really it's own universe that's totally different from any other, where everything works so well with itself, everything's crafted just for everything else, like gears meshing together harmoniously. That's also why I hate crossovers, it's like putting on a shoe that's two sizes too tight.
There's a little psychological mechanism at work called identification. When you like to identify with your favorite character, you just want to know what's going to happen in the sequel. Or even pretend to be that being. Hey, it's inspired dozens of individual and collective fan-fics and role-plays and reenactments and cosplayers and conventions. Don't get me started. But what happens to our intellectual satisfactory needs when we can feel close to our favorite (non-)fictional characters? We fill in those gaps we all experience differently. I'd like to call it intellectual virginity; it also explains why we want sequels and why they're (never say) never better then the original.
I agree with you to a point. I don't think you can know a character in the broader sense of the word (understanding their motives, their flaws and fears as well as strengths etc) without the world around them, the people around them, and whatever's going on. We see what we're made of when we're react to such stimuli, so it's obviously a crucial element in any story or character's development. But, I think you can convey a lot about the character outside those things as well... I know I try to build intimate knowledge between reader and my character's pretty quickly, using body language or a particular quirk to communicate things I don't want to have to concoct arbitrary moments to reveal. I can create a character in extremis and do on occasion just for fun, but highly doubt any author starts off with a fully formed character they then crowbar into a universe. My guess is most characters (and indeed their worlds) are fleshed out organically, as the other factors of the story are decided.
I overlooked some of those things; creating a sense of intimacy and trust between the reader and the character closer then the actual setting, is an essential quality to master. Luckily it can be trained by practicing and by example; but there's those lucky few who are talented.
I think the 'talent' element there is that some people are just born observant. Writers, in my experience, tend to be people watchers - or at least, those who notice the usually unnoticed. Eg: my friend always ties her hair back when she's getting flustered. My husband's eyes get red-rimmed when he's tired. All of those random things you notice after knowing people for years and years, I try to remember and seep into a character somewhere. Anything to make them more human