I wasn't fazed by Solas at all. Then again I let Leliana turn herself into a raving lunatic so.....
Solas is by far the easiest companion to talk down from his rage moment. Sera's, however, is terrifying.
This has always been a fascination for me, the point where a favorite character/possible romance tips over - I can totally empathize with Solas' reaction and I do not stop him, regardless of what I think of the innocent ignorance of the mages. I'm not sure I will do it again, I'm not sure that my character could fully condone it, but I've been faced with this question before, like Garrus when we hunt down the body part harvester. Do I let Garrus kill him? Sometimes. My renegades generally do. But as Archangel? I never let him take the shot. I feel that Sidonis is really already paying the price of his actions in more ways than Garrus could ever do to him. I didn't do it because it's right, but because what happens once vengeance is completed? Nothing, that's what.
That said, a lot of Bioware choices I've taken the "let them have vengeance" path exactly because I'm tired of following the paragon path. Yes, it's not right, but in a world that is nowhere near black and white, how can I judge what my companion needs? And as it was said before, we're all killers in the game. How could I deliver a speech about morality without sounding hypocritical when a lot of my big game decisions results in death and destruction? Sometimes the right path isn't the obvious one.
Having said that, Zaeed's personal quest was made to torment you if you chose the renegade path. Ick.
Also - I agree about Sera, she seemed just out of control to me, blinded by a blanket-hating of anyone of high rank - I let her kill the noble because he did do wrong, and yet I feel like I want to save him just to slap some sense into Sera. I can get down with vengeance to a degree. I cannot condone biased, closed-minded hatred of anything that even remotely resembles someone or something that garnered loathing in the past.
Leliana? She terrified me, truly. Mostly because I know what she was like... that is not Leliana, that's some monster that wears her skin. I could accept her like this if this was what she was like throughout, but... I find that the killer in someone is so much more terrifying when the person is, by default, a much more gentle spirit.