For starters F/SN was never in any way shounen; shounen is a demographic, and F/SN is a porno game. It's thoroughly violent and depraved even in Fate, and in fact we didn't know it at the time but the Fate route is the one where the most characters get the most screwed over (it's only Saber's best route, which isn't saying much given that she fails at her goal and dies). F/SN in general deconstructs shounen and harem fiction, and this can be clearly seen through both Shirou's struggles and that fact he doesn't actually end up with the magical girl in the end. It's really an incredibly mature love story in a vacuum, and that's what most people like about it.
But still, you need to see the routes as acts in a story and not just different stories. Sure Shirou doesn't literally develop from Fate into UBW, but F/SN uses game convention to establish changing perceptions that have a vital role in how the story plays out (I would even argue that the game overs are canon). In this way the reader is almost a character of their own in the story. UBW and HF would not be good stories on their own, whereas Fate is. But also Fate improves as we get new info and our perception of the route (and the ultimate "Fate" of the key players) changes for the worse. The "Fate" in the title refers to the Fates of characters and how they change with our perceptions. Everything seems kind of nice at the end, dead girlfriend and everything, but in UBW we learn that Shirou is screwed. In HF we learn that Sakura is screwed. I didn't honestly care about Ilya at the time, but I did by HF and fuck Ilya is screwed too. Fate is thoroughly juxtaposed with the heroic stories of the mythical figures within the series. Stories that we celebrate and find faith in, but upon closer examination often end horribly.
I disagree about Rin being more interesting than Saber. Rin is the only character in the story that comes out of it favorably in every route, and that definitely hurts her. Sometimes I ponder if it would have been best to have her killed off at the end of Fate, but then Fate would be even bleaker than it already is. There's a lot to be said about her relationship with the gray area of wizardy and her father (hell, if anyone was more fleshed out by FZ it was her, my core complaint about FZ was that Saber didn't develop in it compared to the Fate route). There's also the fact that "Rin's route" doesn't develop her character much at all, I think most people will agree that UBW is Archer's route but Rin kind of gets left in the dust compared to Saber or Sakura. I'll say without hesitation that F/SN has permanently colored my perception of all of the mythical figures within it, even the female King Arthur. What a wonderful twist, what an amazing bit of speculative fiction. F/SN is a story that demands to be reread for the significance in almost every line, and the interactions between Shirou and Saber are some of the best.
I also don't understand how you could single out action in a Visual Novel, especially when F/SN's use of visual and sound effects already made it one of the best in its genre. Or when frankly Heaven's Feel has the worst action. But as for "busting stuff out", everything that is busted out has a vital plot or thematic importance for the later routes. Nothing is done in this story that isn't setting stuff up or recoloring previous scenes. The fight with Rider sets up the big Saber twist and as such changes our perception of many previous scenes in that story. The fight with Berserker calls back the iconic scene with Archer quoted in my custom title, and is a vital character development point for Shirou across all routes. The pulling of Avalon again serves as a thoroughly set-up twist that facilitates a great deal of Shirou's previous actions, and would tie into his character development further as the Fate route ended. I don't read a novel for action, so I look at these for their plot significance and not as asspulls (and even then, each one is heavily foreshadowed). As for cheerleader Shirou, he fights Lancer, Shinji, Berserker, Gilgamesh, and Kotomine. Most often foolishly, but that's part of the character that is vitally important to his development in later routes and to what I feel is the ultimate artistic message of the story. I guess an anime adaption needs some good action, but as you said of all things the show at least did a good job there.
I've danced around it and it doesn't really relate with your post, but I'll say that I think the core message of F/SN is about heroism and martyrdom. Shirou is a fool whose survivor's guilt costs him almost everything in life. F/SN asks us if such behavior should be shunned or encouraged. I don't think it has it's own answer, but I personally think that F/SN isn't a story all about edginess and darkness. Like Madoka, another deconstruction, there's also joy and light within it. Each route seems to end happy enough, and we know that's a short term farce but perhaps its the sacrifices of idealistic fools that gives us what good we have in the world. So I say we need more Shirous. Other readers might not. But I definitely think the Fate route plays a huge part in this message, giving us a nice and thoroughly well told story that we have to reexamine later with more scrutiny, just as F/SN scrutinizes old myths.