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But is this perhaps a shortcoming in Tolkien's style? The actions of these "grey" characters and their interaction with others tell us volumes about their inner feelings and struggles. But what about the "good" characters? Do we really "get to know" them? Can we really understand their inner conflicts? Or does the fact that they are on the side of "good" render any understanding of their motivations impossible (other than that they are striving against "evil" in the form of Sauron)?
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I think that your question largely answers itself. Why do we not find as much psychological depth in the purely good characters as in those with inner conflict? Because they are purely good characters that lack inner conflict.
In other words, I don't think it's quite fair to say that we don't get to know the good characters as well as we do the grey. We get to know them just as well - it's just that there's less about them to know. Aragorn is just what we see: a resolute, noble, well-intentioned king. To demand more is not to demand better characterization; it's to demand a different story.
To make a somewhat crude analogy: a biography of Tolkien will most likely be shorter (or have less content, anyway), than a biography of, say, Gandhi. Is this because we know more about Gandhi than we do about Tolkien? No - it's because Gandhi's life was more event-filled than Tolkien's.
One could argue that if inner conflict and ambiguous morality is what gives characters depth, then Tolkien should have written a story with more characters in inner conflict. But this (in typical modernist fashion) mistakes the point of the whole endeavor. For, as I argued before, it is not universally true that all literature ought to be primarily about character.
But, if I may say so without undermining my above argument too much, there are good characters that have something like psychological depth - the hobbits, for example (particularly, I think, Bilbo and Sam). And in the Silmarillion there are great epic heroes with a certain depth (at least I think so): Beren, Hurin, Tuor. (Some will no doubt disagree. But I think this is one of the examples of the overlooked subtlety in Tolkien's characterization. It's not something that's easily picked up on the first, or a cursory, reading. But spend enough time with the Silmarillion material and you will begin to see these heroes more skillfully drawn. I omit Turin from the list because most would claim that he falls into the grey area).
So. I think that in part the apparent lack of depth seen in Aragorn is explained by my first point - we see all that there is to see. But I think that to some extent, in light of my second point, it must be admitted that Aragorn is not the best of Tolkien's characters, not even the best of his purely good characters.