Such a good question, and it is interesting to see there are at least a few decks that do this.
When I created my deck, I had a vision of having the same characters throughout - a sort of extended family and community.
Strength & Magician were fey youngsters and siblings. Mum and Dad? Empress & Emperor. Their friend at school? Hermit.
They appear through the Major Arcana for sure. In fact they were the captive audience for the Hierophant, whilst undergoing a nighttime story session with him.
The characters in the cups told the story of love through from 2 - 10.
The swords prince also had his journey through is suit.
I loved creating it. And to see the Hermit grow up and take over the mantle of the Hierophant, once the Hierophant passed over made so much sense to me.
So, I will be looking at this thread with interest to see what other decks have similar relationships, or have characters making repeat appearances. I think you get to know them through their story, and it helps make the understanding of a card energy a little richer for it.