Disagreed: Yang's been shown to be protective of Ruby, in that way a big sister would be. She's also given Blake that pep talk back in season 2, and all OOC for that matter. Besides, it's not like she hasn't been established as the fun-lover.
Of course, you're half right: Yang hasn't really changed very much. However, turning her into an angry, depressed, emotional wreck wouldn't really develop her into someone more experienced; rather, it'd likely change her character for the worst. Making a character "edgy" doesn't flesh them out.