I've always perceived Utena as a catalyst more than a character.  Granted, I view the entire series as a part of Anthy's self-tormenting psyche.  (Had this theory for awhile, but reading "Demian" cemented it for me)  So, with all of the duelists as aspects of herself, she creates Utena as a potential escape for her own self-destruction.  She denies change, she fights it, has hope in it, and eventually uses this person's actions as a catalyst to take action herself.  She must witness the pure, unselfish, honest sacrifice of Utena to break herself free.  So yes, I've always viewed this as Anthy's story.  The revolution is Anthy's personal revolution.