TEWR'S post is great and covers a lot of my thoughts.
The lack of meaningful dialogue in the Templar-Mage conflict is incredibly frustrating. Cadash's entire background revolves around lyrium, and they don't get any special dialogue or knowledge of it. I mean, before the game came out, in the thread some of us were worried that there would be too much focus on that and not enough on other dwarven lore, which is hilarious considering how it worked out. We even get some cool revelations about lyrium in this game, and Cadash doesn't get to react or say anything.
The lack of meaningful exploration of what it means to be a dwarf who is the Herald of Andraste is frustrating. Remember in Origins when Brosca/Aeducan could talk to Chantry sisters about dwarves place in Andrastrianism? Why is that kind of content not in this game, where it's more relevant? Why does it just end with "how can a dwarf be Herald of Andraste", asked by NPCs? Why can't we ask that, and have a meaningful conversation...idk, maybe with Giselle? They haven't shied away from those kind of theological dialogues before, so why not when the entire game is a theological dialogue?
Or what it means to be a dwarf who enters the Fade? Dwarves are cut off from the Fade, fullstop. They don't dream in the fade and they don't have magic, and now we have a character who defies both of those "facts", and it is barely acknowledged, even by Solas or Dagna and completely ignored by the PC.
Or what it means to be a former criminal outcast who leads a righteous religious faction? I mean, that's huge. I would have loved to have seen Cadash really have to deal with the Carta--because they aren't idiots, they would grab that opportunity and look to exploit it. These concepts are tossed out by Josie and Dorian but ignored in the larger PC's narrative.
Or what it means to be Andrastrian and a dwarf? Like TEWR said, there's no room for reformation in the game, no room for examining how faith changes and people diverge in beliefs and take ideas from their own culture and mix them into their faith. Ironically, the best example of this is the joke song Andrastre's Mabari....because it shows how Fereldan has incorporated something important to them into a religion they joined.
And there are so many things in the smaller narratives too, like, why does Cadash--the reformed criminal-- not have special dialogue with Blackwall after the revelation? Why can't Cadash, a street level criminal, understand what Sera, a street level criminal, is offering when she is recruited? Why does Bianca explain lyrium smuggling and the Deep Roads and the Merchants Guild to Cadash?
The reactivity is just weak and shallow a lot of the time, imo. This is a pretty critical post, and I want to stress that I love the game, but I had to fill in a lot of the blanks myself.