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Maybe it's due to the fact that he is an exceptional actor; he can do comedy, drama, romance, thriller, pretty much everything & nail it.

I hear you.
Doing those things..ok.
Apart from playing psycho (pacific heights), I'd need you define 'nailing it'.
Nothing funny or 'romantic' or dramatic jumps out..imo

Funny: Mr. Mom, Night Shift, Beetlejuice, Multiplicity, The Other Guys
Romantic: Speechless, romantic aspects in other movies
Dramatic: Clean and Sober, My Life, Live from Baghdad, White Noise (thriller also), Birdman, Spotlight

He was great in all of these roles; have you seen any of these? His comedy chops are clearly at play in Beetlejuice, Mr. Mom, & his supporting role in The Other Guys was hilarious. And Clean and Sober? He was both dramatic and funny, same with Birdman.

Maybe you need to check out a few more of his movies. He can play funny, serious, romantic, crazy, all of them in one, and he's great at all of them.