Alot of times, the myth of these characters are so great you don't want to fukk it up by making them the title character, so they use an unknown person or create a fake character to allow (us) the viewer to discover the world through their eyes. That's why they chose Nucky because he was a nobody so to speak.....then had Capone, Lucky, Rothstein, Kennedy and Lansky make appearances throughout the show. In hindsight, they could've took the GOT approach and had no main character but, had multiple storylines going on in multiple places that somehow converged into a main story.