There's no rule anywhere that says that one has to "feel for" a character in order for a work to be good. I would tend to agree that it is easiest to be sympathetic for Phyllis and Buddy but Sally, the more controversial figure, is what adds a degree of excitement to the piece. Some of the greatest works of literature (and even one of Sondheim's greatest musical Sweeney Todd) have characters who not only do we not "feel for", sometimes we actually are so torn about them that we're not sure whether we want them to succeed or fail.
I like the character Sally mainly because I think she conveys a sense of lifelong struggle that is essential for Follies to work. There'd be no story without a conflict. Sally is that essential basis for most of the conflict in Follies: she makes Buddy upset and drives him to have an affair, she pulls Ben in every direction as he starts to realize how worthless his life has been, and she awakens in Phyllis a sense of anger and epiphany - she needs to start living her life for herself, not for some loveless husband.
I also must mention that I do feel a degree of sympathy for Sally. No, I don't think she's perfect. Yes, I find her manipulative, controlling, and downright cruel. By the end though, I must admit there's a part of me for a split second that almost wants her to win over Ben. No, it would never work but I can't deny the sympathy exists. Yes, everyone has their tragic story to tell through Follies but Sally has the most tragic tale of all. She's the only who's been struggling for 30 YEARS!! Also, unlike Ben and Phyllis, who I have reason to believe will put their differences aside and continue on with their lives, Sally has no hope of returning to normalcy. When she exits the stage, she leaves us little reason to believe she'll go back happily and enjoy her life with Buddy.
Scratch and claw for every day you're worth!
Make them drag you screaming from life, keep dreaming
You'll live forever here on earth.
