It made me angry that none of the companions in Awakening seemed to take being a Grey Warden seriously.
Depends what you mean by "seriously". Did any of them go "let me sacrifice myself for the greater good"? Well, not really (except Sigrun, who was doing that anyway). But in general, and based on the organization's portrayal before DA2, I think most of them had the right frame of mind:
Oghren: Just wants to kill Darkspawn, because killin' is what he's good at. It's not exactly a higher calling, but he's probably putting his skill in one of the best places he can.
Anders: Wasn't really in it for the party line, but was completely willing to scratch the Order's back in exchange for the added freedom.
Nathaniel: Kind of like Anders, but moreso. It was initially just an out for him, but he ends up extremely dedicated to the Order's ideals.
Sigrun: As noted above, mostly joined because Warden-ing and Dead-ening are pretty similar anyway in terms of end goal. If anything, she became more dedicated to that end goal with joining the Wardens.
Velanna: The closest thing to an exception, since she flat out says before she joins that she doesn't give a crap and just wants the taint-sensing powers, and true to her word, bugs out in 2/3 of her recruited endings. Though still, that third ending does confirm that she can be brought around.