I wonder if this banter could tie in somehow? Not sure who's being referred to, but Cole does mention "becoming real" again. (from DA Wiki)
Cole: It sees him ready to jump pain pulsing. A life of frustration can finally fall, to freeze.
Solas: Ah, yes.
Cole: It holds him high, shows the whole were everything falls without him. He never needs to leave. He matters here.
Solas: That is one interpretation, yes.
Cole: You think it is different?
Solas: I think he fell and it held him as he died. Leaving him with images that told him his life was worth while.
Cole: That's much sadder, but yes, clam comfort as the cold takes him away. They can only return to the maker if they become real. Why can't they be forgiven as they are?
Solas: People say the lack the ability to learn or grow.
Cole: Yes?
Solas: But the more contact you have with this world the more ability you gain.
aw yeah. 
This is a bit out of date at this point, but I've scrounged up some wifi (yay!) and desperately need a sanity check on this.
The first half seems to be one of Cole's trademark movie references to It's A Wonderful Life. That bit is fairly straightforward. (Or at least as straightforward as Cole ever gets.) Like all his movie connections, it's not just a knowing wink at the player, but has a deeper secondary meaning in the context of one of your companions. In this case, Solas.
....though I'm not sure Solas himself picks up on that fact, given the dialogue that follows. If he does, he's even more grim and fatalistic than I gave him credit for, and that would be goddamn
heartbreaking.
You're killing me, Weekes.
Anyway, I'm pretty sure everyone here knows the movie, so I won't belabor the connection: moral man with the best intentions, unable to avert a social disaster he feels personally responsible for, helplessness turns into suicidal despair, spirit-guided dream world in which he's shown the world as it would have been without his beneficial influence, ultimate redemption, blah, blah,
Solas.
The conversation seems to take a seriously sharp turn right after that, and that's where things get real interesting real fast. I feel like if I could understand the how and why of Cole's segue at that point, I'd be halfway toward grasping exactly how beings like Solas fit in the Fade, but... I lose the thread. I'm missing something.
Anyway, this seems to be a new answer to a key question:
Why do spirits attempt to break into the ‘real’ world?
Before DA:I, I would have said “to feel”, or "to experience”. Sensation requires a physical body after all, as well as a permanent reality with which to interact: neither of which exist on the other side of the veil.
This conversation, however, gives us a different answer. Feeling and living may be a part of it- certainly, sensation seems to function as an anchor of sorts, a touchpoint that stabilizes Cole’s existence on this side, but that's starting to seem distinctly like a means to an end, rather than an end in itself. Taken in tandem with other party banter, these conversations seem to point to spirits’ true desire as gaining the potential to grow. To change. To become something other than what they are.
Because changing is the only way to gain forgiveness and rejoin the Maker.
We know this isn't possible if they remain in the Fade. A spirit in its natural state has only two states of being, both determined by outside influence: either as a direct reflection or becoming twisted by being forced to act against their inherent nature. That is a hard limit. A spirit in the Fade cannot fundamentally change. A Desire demon can never become a Pride demon. It will never grow or adapt. True change, as Cole points out several times, is only possible on this side of the veil.
I'm still trying to wrap my mind around how this all might fit together. Perhaps they were cast out. Perhaps The Maker abandoned them to pass Beyond where they could not follow. All of the options seem to paint a very different picture of the relationship between spirits, the Fade and the Maker than the one I’m accustomed to, and I’m not sure I like it.
Plus, the thought of reality (and secondarily, physical beings like elves) being created as a vehicle for redemption clashes pretty terribly with other "laws" of the fade as we know it. The most critical contradiction is that what we usually refer to as spirits
cannot be older than the raising of the veil. Their source is reality. They have no existence apart from it. Solas is pretty clear on that point.
And since, by definition, a reflection cannot predate its source... the whole foundation crumbles.
There is
something here- some fundamental and explanatory relationship between "whole" beings like Solas who exist fully in both realms, spirits of the Fade and the races that exist on our side of the veil. My brain just isn't catching on the right piece.
....assuming the pieces aren't entirely illusory to begin with. Sanity check on aisle 2 please? TwT