One of the sections in Kate Walker's 12 Point Guide to Writing Romance stresses the importance of
Perfection isn't totally appealing. It can be scary. It can be unbelievable. It can seem inhuman. It can be just too much. [...]
Why especially for the hero?
So why is that vulnerability so vital - especially in a hero? As I've said, the alpha male is strong, powerful, forceful, dynamic and successful [...]. But at heart he's just a human being. (109)
One of Sally Wentworth's heroines throws a bit more light on the topic:
she would probably never have fallen in love with him if she hadn't seen his bad leg and realised his vulnerability. Before she had been half afraid of him; he was so different from herself that he might almost have come from another world, not only of class and background, but of confidence and experience; he was a man in every sense of the word [...]. But the fact that he was vulnerable to pain, to frustration, to life, had brought him down to a level where she could fall head over heels in love with him. (146)
Walker, Kate. Kate Walker's 12 Point Guide to Writing Romance. Abergele: Studymates, 2008.
Wentworth, Sally. Man for Hire. Don Mills, Ontario: Harlequin, 1982.
The illustration is of Achilles, from The World's Famous Orations, Vol. 1 (via Wikimedia Commons).