They also have different orders in which they pick up the weapon skills; and -possibly- everyone can't learn all the weapon skills, but we aren't sure.
But yeah, other then that... it only matters a lot when there's a significant difference in a stat (Which is something that gets more apparent later on, as well). Like Patchouli's big sets of highs (INT/MP) and lows (Everything other then POT), Yuka's tankiness and slowness, etc. There is, however, pretty large stat variations between characters depending on what/who you're looking at, so it does still matter SOME; in addition to the possibility of having different learning rates of the elemental levels.