On a sidenote, it's funny how people love not being the Herald in DAI, but love embracing the Warden role in DAO. To me, they're both the same thing... It's about eschewing mythmaking.
I'm sorry, but I think a lot of people reject the Herald title but embrace the Warden title because they're both obtained differently.
Notice that most DAI players don't mind being the Inquisitor (rooting out corruption, resolving civil wars, restoring peace), but many don't like being the Herald.
I think it's because the title of Inquisitor is something you earned (since you've gone around solving problems, saved and recruited either the mages or Templars, sealed the Breach and stared down an ancient magister with what appears to be an Archdemon by the time you're named Inquisitor), while "Herald" is just a title given to you by people who don't know how you survived the Breach or got the Anchor on your hand, and have just named you the messenger of their gods to assuage their own fears and validate their own religious beliefs--even if you're not religious, or human, or even have your own gods. *grumble grumble*
Likewise, the Warden can't be compared to the Herald because it's a title you've earned, not a title given to you. You survive a life-threatening ordeal in your origin, and Duncan recognizes your prowess and conscripts you into the Grey Wardens for your merit. Also, as a Warden you are doing things to earn your renown, like fighting darkspawn, solving problems, settling succession crisis's and civil wars (for Orzammar and Ferelden), and raising an army against a Blight (and saving the world, or at least Ferelden).
I think people embrace being a Grey Warden because it's what you do, while they reject being the Herald because it's what you're called (and incorrectly, at that).