Alduin was notably a more interesting villain being talked about than interacted with. For example, I enjoyed the discussion with Paarthurnax and the lore about the fact he's supposed to destroy the world but he's been conquering it instead. Also, the idea that Alduin's rule is due to the fact dragons never are supposed to run away, that they either submit or they die or they conquer. The idea of him also being both the Son of Akatosh as well as his Avatar was also a cool concept.
It's one of the weaknesses of the game that you can't ever interact with him and have the Dagoth-Ur conversation.
But why is it good to kill Alduin? Because he's a God and you kill him.
Yeah, but the supposed danger of his returns barely seen along the game. The lore and the narrative about him made it seems like he's dangerous and shit. But, nope, nothing happened across Skyrim as far as we as the Dragonborn concerned.
If I'm to compare Alduin to an "interesting villain being talked about rather than interacted with", it would be Gwyn, the Lord of Cinder from Dark Souls. Starting from the intro and across the game, there's this talk about Gwyn the Lord of Sunlight who possessed the most powerful Lord Soul, and under his leadership the Lords befell the mighty Everlasting Dragons and usher in the new Age of Fire. When the Fire starts to fade, Gwyn in desperation linked the First Flame and, hypothetically, slowly branded the Humans with the Darksign, turning them into Undead that one day would go Hollow. The results of his work can be felt across the game, and even with the player character. When you finally get to meet him, he's in a Hollowed state (his state when you get to meet him is open to interpretation), and if you follow the lore and the narrative you would most likely felt pity for him. The final battle with him was anticlimactic, in terms of the battle didn't turns out exactly like how the devs wanted it to be, and Gwyn was prone to parry abuse. But the context of the fight itself, coupled with the completely contrasting music, (to me) more than makes up for it.
Unlike Gwyn, who stayed right near the Kiln of the First Flame, Alduin was supposed to roam the entirety of Skyrim, resurrecting Dragons and destroying settlements/holds, but nope. Just like the Dragonborn, he's most probably lollygagging somewhere and stealing somebody's sweetrolls.