It depends on the story being told - as Dredd is not always the protagonist.
In The Apocalypse War, he's the hero. In Working Girl, he's an antagonist, and Mona Plankhurst is the hero. He also gets to play mentor roles, like in Carry the Nine - where Maitland is the protagonist.
By being fairly brutal, single-minded and monk-like (he doesn't seem to have personal desires), he's able to act in ways that seem heartless (as he applies impersonal and hurtful laws without remorse) or kind (in using those same laws to support underdogs), depending on the needs of the story.
I haven't read Working Girl yet, I see it's by Kenneth Niemand. That reminds me, if Dredd is in a particularly negative light, I tend to take it with a grain of salt if not by Wagner. Kind of like how people pointed out Grant's Dredd was often used to kind of show that side in a not so subtle way, which didn't always fit with Wagner's take. It's so tough to pull off that subtlety, even for great writers.
If I need a label, for me antihero works. An atypical central character. Antihero articles tend to cite classic Eastwood on Leone movies as well as Dirty Harry. Influences on Dredd of course. Antiheroes often have a code, it's just different from ours.
For sure he fits different kinds of stories, and is in the antagonist role at times. I think it's tough to sum up what's so special about this character. He's larger than life, at times he's not very flashy, and the stories can be grim or darkly humorous. I love him, that's for sure. Part of the fun for me is not judging Dredd by our real world standards.
Maybe a funny comparison, but he's a bit like Godzilla. Another beloved character. Sometimes he may destroy a city, and sometimes he'll save the day. He's like a force of nature.