Being part of the Hero of Ferelden and the world, partly due to helping stop the dark spawn, the archdemon, etc... have a lot of perks and people want to be seen next to heroes, champions, and the powerful. Another reason they were looking for the warden commander (dao main protagonist) and/or the champion (DA2 main protagonist) to which is said they would be key to restoring balance to the world near the end of da2. Wynn was the one who decided the first time around if the mages would break from the circle or not, where she sided with staying with the circle. This is of course if you follow the story lines as you're expected to and don't take some weird, out in the boon docks turn just to spite the story line.
Wynne says in Amaranthine that she advocated against breaking free from the Chantry because she thought they would kill the mages otherwise.
As for Leliana and the Seekers loyal to Divine Justina V looking for the Hero of Ferelden, I find it odd that they would look for 'The Warden', considering that I don't see why the mages or templars would necessarily listen to the Warden-Commander of Ferelden, unless the character is from a specific origin, like the protagonist from the Circle of Ferelden. If the former main character asked for the Circle of Ferelden to be given it's autonomy, with the ruler publicly advocating in support of this (in opposition to a thousand years of the status quo that has been instituted), I can see mages all across Thedas (from the Circle mages to the apostates in the Mages Collective and other clandestine groups) being willing to listen. However, I don't see why Leliana (or anyone in the Chantry hierarchy) would assume that the Hero of Ferelden who asked for the Circle of Ferelden to be given it's independence would help them restore the status quo in any form, especially given how the Warden-Commander can oppose Wynne's argument in Amaranthine.