In a lot of cases, character customization lets you truly make your character your own. The KotOR games are a great example of how you can make your character uniquely yours story-wise.
The thing here is, while JRPGs have NO interactiveness whatsoever story-wise, short of extremely tiny and irrelevant things ("You look great" or "You look like a marshmallow swallowed a bear"), WRPGs generally are like extremely elaborate CYOA books.
Ergo, the brunt of the storytelling and thus character attachment falls, in WPRGs, on the programmers and NPCs. The programmers to give you an option that you feel your character would make, and the NPCs to react to it realistically.
In JRPGs, it's all up to the script writers. I like JRPGs, I find their story intriguing, but the characters were never anything remotely like "me".
Sure, Cloud, Tifa and Aerith/Aeris had a cute little love triangle and all. My interaction in it was limited to maybe deciding who Cloud goes on one silly little date that doesn't decide anything.
In KotOR2, I was personally responsible for if Atton would rise to a Jedi Knight, fall to the dark temptations of his past and become a Sith, or if he'd stay a humble scoundrel. Whichever decision was made, I personally made it. I pushed events, subtly altered conversations, and got a visible payout for it all that changed the entire course of the rest of the game.
Same goes for every Jedi Master I kill or get to help me, it all changes the story (if only a little bit).
Ergo, to me, emotional attachment in WRPGs is much closer and more personal, since it's YOUR attachment to them. However, it strangely tends to stick with you less, since next time you play through, Atton Rand might not become a Sith/Jedi again.
In JRPGs, come hell or high water, do what you want, all the events will play out as they are expected to.
In many ways, JRPGs are like reading a book, while WRPGs are like improv theater. WRPGs will be different every time, while JRPGs are identical time and time again. You form a very short, fast and deep attachment to WRPG characters, while JRPG characters usually last a lot longer, but (to me) the attachment is more shallow.