The reason I don't think some people would like it is because of the absolute powerlessness of being presented as a slave. Not just a slave, but one who is also sold, the ultimate symbol of being treated as sub-human property. To me, this is different than simply being a prisoner, as at the start of DAI or Skyrim, or even the contract that Hawke takes on.
And that's another reason I like it.
Let's be honest, Bioware love their power fantasies, and they're good at doing them, but from time to time it's not bad to challenge the player and make them remember they're human (Respice post te! Hominem te esse memento!). After DA2 I don't think Bioware will try a downer ending again, so if the player has to feel absolute hopelessness, let it be at the beginning. Knowing slavery is bad is not enough, let them have a (brief) taste of it.
The combat tutorial could happen before we're bought by Dorian in this scenario. It could be whatever incident we get mixed up in that brings us to his attention in the first place.
Ideally I'd like it to go Menu->CC with racial/class choices with basic attached backstory like DAI and DAO->start in Tevinter at master's house with the ability to talk to fellow household and flesh out/explore this new story/character->given task-> leave to do task-> stumble on something beyond our ken-> kickass or be kicked (or a bit of both, probably)-> return/get carried home-> someone shows up and presents owner with offer s/he can't refuse-> get escorted to Pavus manner-> Meet new owner Dorian & talk-> get put in position of secret agent under the guise of Dorian's new favored slave -> sh** gets real.
If I could, I would have origins as in DA:O. Let us discover different sides of Tevinter and let us play our way until we end up being purchased by Dorian. That way we could have a taste of everything.
So many possibilities! Tevinter nobles falling from grace, Dwarven politics in Ambassadoria, elves trying to get by while fearing slavery (or starting as slaves themselves), Vasoth in the middle of a war between the Imperium and the proper Qunari... But I fear all those ideas, if any, will be just a mention in the dialogue or the codex. Easier and cheaper.
With my Hawke I never turn him in to that thing and I never killed him, because I feel sorry for him and I understand why he hates mages because of his experience of being a slave by a mage. Who knows what the man has gone through hell and back in Tevinter?
Sending Fenris back as a slave has to be one of the evilest thing we can do in a DA game. And it's not as if there's a lack of jerkass options. Still, the possibility is there, so the best I can hope is Fenris being a quest giver or a cameo. For example, a mission to stop a friend of Danarius who is performing experiments to replicate Fenris' "success". If Fenris is alive, we may find him in the middle of the mission and he will help us and provide some commentary. If not, we'll do it alone. Something like that.