I like Margaery. But I rarely have strong feelings about any non-POV character. Not because I don’t find them interesting or anything - there are several non-POV characters that I wish we got a POV chapter of. (I would love a Wyman Manderly chapter, for example. Though given what usually happens to people who aren’t regular POV characters but get one… well, best not.)
With POV characters, you get to see their every strength and weakness, every facet of their character, all the good and the bad. Thus, they gain a massive advantage over characters who’ve never had POV chapters.
Margaery enjoys no such privilege from the readers. But that doesn’t mean one can’t find her interesting and wonderful, or have them among their favourites. (I certainly like Margaery, Wylla Manderly, Gendry and several other characters more than any of the Greyjoys who do have POV chapters, or Jaime, or Tyrion…) But I find it difficult to form an attachment with an ASOIAF character whom I’ve never read about their innermost thoughts, their beliefs, their inner reactions to events etc… Not impossible, but difficult.
This is just my preference as a reader, by the way. I meant no slight to people who think otherwise, so I hope I didn’t come across that way.
But back to Margaery specifically… as I said, I do like her quite a lot, and if I were to make a "my favourite non-POV characters" list or something, she’d be among top five.