I never managed to get into Skyrim. I think I ran around semi-aimlessly for about half an hour before I realized I had no idea why I was expected to care about the world or my character's place in it. Closed it up, never bothered again.
Did I miss anything that'd justify giving it another chance?
Well, yes, but since it's entirely off topic I'll just say a person of your lore mindset should look into Michael Kirkbride's writing and the meta-story of the ES universe. The games don't make these things obvious even though it's there in the books.
I think he actually forgets he's embodied as an elf, in the same way as we seldom see ourselves as what we are, rather we perceive ourselves as some reflection of our state of mind. I believe he might think himself more as a spirit. I have just completed Wicked Thoughts and was talking to him and I said "By the way I'm sorry about Briala" There is a pause, he seems to be collecting himself and then he replies "Oh... Because both you and I are elves and she is an elf..."
Thinking about the spirit of wisdom in All New, she was possibly a "friend" of his in the deeper more spiritual meaning of the word and therefore killing the mages who enslaved, perverted and destroyed her was a natural act, in the same way we would [usually] kill rats if they had invaded our home. Likewise he sees nothing wrong with Cole becoming more spirit (nor do I, BTW).
And in the second romance scene he says something along the lines of "Are you sure you are Dalish?" as if meaning to say, I like you so much but that's really strange to me because you're an elf, just a normal physical elf. And then of course after the embrace "... It's been a long time..." I wonder whether he was mortal once or "possessed" someone once before.
I think his time among the mortal might have contributed to widening his education...
In my opinion his remarks about Briala are misunderstood and taken so far. He says even early in his dialogue that you should care about the oppressed because they're oppressed, not because they're elves. He also comments at various points about not getting hung up on small, incremental steps to the detriment of your larger goal. There's no doubt in my mind after seeing his dialogues about abandoning the elves and his various comments to Lavellan that he identifies with elves, but he's not going to get embroiled in mini-quests on their behalf, when there are larger things about. This is why he will give approval early if you talk about the Breach and the Inquisition even though he generally wants to help the helpless as well. Example, the cult in the Hinterlands- if you tell Anais to help refugees, he gives no approval, but gives a full Approve if you tell her to spread word about the Inquisition.
I do think he remembers elvhen when they were "in both places," as Cole says about him- when the Fade was part of daily life- which is why he feels more comfortable with spirits and with Lavellan. Other elves are almost a different race since they are so far from their true selves.