Cole is invisible, though. Wouldn`t that be odd to have a character that can basically just kill every enemy in the game by walking up to them and slitting their throat?
He's not invisible in the Fade, and the Fade Tears could possibly cause him to be visible all the time, or at least while near a Fade Tear. And, even if he is invisible, the Inquisitor's connection to the Fade might cause the Inquisitor to be able to see him at all times, even if other party members can't--which may lead to some interesting dialogue.
"Who are you speaking to, Inquisitor?"
"Cole."
"Who's Cole?"
"Cole's the person I was just speaking to."
"There's no one else here but you and I."
And so forth.