A big difference between Anders(before he started a war) or Merrill and Alexius. The latter is an antagonist who from the looks of things killed an entire castle worth of people. If Sebastian killed Anders unless explicitly ordered not to(just like how Leliana has an option for that in DAI), I'd have loved that actually since it gives the character more depth by being independent instead of just the protagonist's puppet.
Hm... it's interesting that you'd actually agree with the Sebastian example. I think that level of acceptance would be rare among players, but I'm willing to take your word on it. As I'm reading this, however, you seem to be contradicting yourself.
You claim that you want more depth and independence, yet you are not in favor of someone, such as Fenris, acting according to his ideals outside of situations involving potentially hostile antagonists... Do you recall the mission where Anders/Justice attempted to kill a mage after the party saved her from Ser Ulric? Does it make any sense that Fenris would stand there and wait for you to talk Anders down rather than simply put a greatsword through his back? You see the problem with your stance? Fenris is merely an adventurer and is not beholden to Hawke in any way, yet he is expected to wait for Hawke to pacify an abomination that he knows, hates, and mistrusts, while a young girl's life is at stake. On the other hand, Leliana, a member of an organized group that employs some type of command structure is free to act according to her whims in a situation that could potentially lead to everyone being massacred?