The argument that "The Warden would have solved Kirkwall!" makes no sense to me. She's not Superman, going around and solving the world's problems. She's a Grey Warden, she fights darkspawn. Why would she go to Kirkwall and solve the Mage-Templar Conflict before it even begins?
No one could have solved Kirkwall. The Band of Three codex entries make that pretty clear and it's a shame that such crucial plot information was hidden in a very spotty collection game that most players miss. The entire city is an old Tevinter blood engine and everyone in it is slowly being driven insane by the thinness in the Veil. That's why you're tripping over blood mages every few feet as opposed to the rest of Thedas. That's why the Arishok went bonkers. That's why there are demons around every corner. No one is immune except, maybe, Hawke (The Only Sane Man/Woman). But Hawke was pretty insane to begin with.
Everyone is going mad. The Warden would have gone mad too because there's no way they could've known. (Unless the devs put in a quest where you chase the Band of Three and even then, short of advocating a peaceful solution to a problem for which both sides are too far round the bend to see sense, there would be very little they could do except abandon the city).
Dragon Age 2 works on a different moral system than Dragon Age: Origins. In DAO, the only fanatic you really had to deal with was Loghain. Everyone else could be intractable, but they were mostly reasonable. In Dragon Age 2, everyone is fanatical about something and more than that the entire story dealt with politics between extreme factions for which there was no compromise. Yay, religion. *waves flag*
However, I do think the developers opened a can of worms when Cassandra states that Hawke is "gone, just like the Warden". Implying that these two disappearances are linked and therefore suggesting there's something going on which will involve them. No, it doesn't promise a satisfactory conclusion or even state we'll see them again in the flesh. It just implies that there will be more from both of them, that they're involved in whatever crisis is occurring, that this is not the end. It's a cliffhanger and it acts as a denial of headcanon closure for players. The Warden is sitting in the Nether Realm at present, lingering on as a tease for future games. Hopefully, DA:I will provide some sort of closure to their story and we can finally be done with them.