I think many of the followers in Skyrim are shallow / superficial to begin with. Not too much depth to them. At least the ones I've used (Aela, Jenassa) I think werewolves were added late into the development of Skyrim and therefore wouldn't be surprised if Aela was not worked on as much as some of the other followers. That being said, I can't help but think that the followers in Skyrim are even more superficial (not enough character depth) than the followers in Follout 3 that was made before Skyrim.
The most backstory you'll come across for Aela is when you first meet her outside of Whiterun when they take on that giant. She mentions her armour was passed down for generations through her matriarchal lineage and that both her parents were both werewolvesl. Her father died somewhere along the way and her mother was a Companion as well, IIRC.
Aela does seem like her werewolf side sort of seeps into her character, following the pack leader with unquestioning loyalty (Kodlack). Even with his decision for the new Harbinger.
Jenassa isn't bad. She revels in combat, views war wounds with respect and thinks it's a shame to hide them as evidenced when you heal her, "I hope you're not expecting a thank you." She does have some interesting dialogue on dwemer ruins triggering a slight bit of nostalgia for those who researched them back in Morrowind (at least for me). Sounding almost like a Dark Brotherhood type her one short coming for me is that her sneak skill isn't that good. Interestingly enough, Jenassa is not very fond of caves and makes such a statement when you come to one. I do think though that she makes a similar comment when exiting. Many followers do unfortunately. Aela included.