It's not gimp, that's just simply the character. Obviously it varies from system to system, but the fighter is generally mid damage with high survivability, mage is high damage with low survivability and the agility character is mid-high damage with mid survivability. The reason that fighters seem easier is they have a higher margin of error then anyone else. Their high survivability means you can take more time to react. Some of the confusion could be that not all agility characters are ninjas or assassins. Some, like a Basic/Expert D&D Thief class, are quite literally just thieves. They are support characters and should be avoiding combat when at all possible. It would be like escorting a computer expert through a war zone, he isn't their to fight. He is there to disable, fix, find, unlock, etc.
I for one find agility or dexterity based characters very rewarding and fun to play. You have to simply play better to make up for your better chance at getting kill, the advantage is you usually rain down the damage on everyone else or you have increased utility elsewhere that reaps other rewards.