For a long time that's what I thought too... until I was shown a spoiler and discovered that Corypheus was indeed the big bad. I thought the Elder One was actually that dragon at first, and that Cory had awakened it or something, lol.
Ninetozero: did Cameron directly say it was the Skyhold that gets attacked? I thought he said something about the big bad attacking us on our own front door, but never mentioned that it was the Skyhold, we just assumed it was because at that point we weren't aware that we'd be based anywhere else before hand. Either way, I know I assumed it was our Skyhold that would come under siege.
I really miss having those last goodbyes and the empowering speech before going off to what could potentially be our deaths, lol. It's sad that Cullen fought by our side during the end battle in DA2, but was left twiddling his thumbs in the Skyhold in DAI... seems pointless having two experienced fighters just sitting there going to waste. I would've loved to have taken control of him (hur hur) during one segment of the battle (similar to DA:O), having it switch backwards and forwards between the Inquisitor, Leliana, Cullen, and the companions we didn't take with us would've been great!
I guess we can always keep our fingers crossed for something like that in one of the expansions.