DA2 didn't have the Warden.
DAI won't have the Warden either
So why did Shepard "have" to die in ME3?
Because like Patrick Weekes said, contrarily to the Dragon Age franchise, we've had Shepard for three games.
In the Dragon Age series we have the Warden for one game (and one expansion, if of course your Warden didn't die in Origins). In DA2 we have Hawke, and in Inquisition we'll have yet again another one, the Inquisitor. The DA trilogy offers us three different protagonists. The DA team changed the protagonist with each titles perhaps because they saw what happened (or thought about what would happen) with a prolonged exposition to the same protagonist over a period of five years... guess what happens? We get emotionally-attached, we are humans, not machines. Now of course some people got emotionally-attached as well with their Warden, or their Hawke (or will be for their Inquisitor, too), but the "shock" or the grief of losing them is most likely easier to digest when you've only played a protagonist for one title in a trilogy, than it is when you've played the same one for three games.
Not to mention that the Warden's death in Origins is a CHOICE, you can consciously go for and prefer that option if it fits the 'canon' story YOU want to craft for him/her. In ME3's case Shepard's death was planned and chosen by BioWare, NOT the player. Yes, some players might have preferred to actually let their Shepard die at the end of ME3, but that would have been THEIR choice. I'm not sure if people realize what happened but what I'm trying to point at here is that BioWare decided for us... why? Because I'll say it once more, they wanted to "end Shepard's journey". They could not 'afford to' let US choose if we wanted to let our Shepard die or if we'd sacrifice x, y and z to let him/her live. Had we chosen to let Shepard live and BioWare decided to shrug it off by creating another protagonist anyway in ME4 I can guarantee you that - at the very least - the players whom would have chosen to let their Shepard live in ME3 would have wanted to continue playing as him/her in ME4.
I 100% believe in my heart and without the need to ask BioWare if true that had they kept Shepard alive (in a canonized ending in ME3) then the community would have either 1) Expected to see Shepard again in ME4 (and would have definitely 'cried about it' if BioWare then came up and said nope, won't happen), or 2) Would have "demanded" that Shepard returns if BioWare wouldn't have confirmed anything even by this point. In DAO your Warden can die already. In ME1 Shepard cannot die. In ME2 if your Shepard dies it's not canon, it was an 'extra' thrown in for... no... good reason, I guess. In Mass Effect 3 Shepard's death is the 'final, true' one, and there's going to be no Lazarus 2.0, because BioWare (well... the ME3's team) officially stated that this time around it's "over", it's done, they ended Shepard's journey. I think that their wording wasn't wisely-chosen. They should have just blatantly said that Shepard's death was planned from the start (at least from the start of ME3's development), instead of just saying something that's pretty much vague like "well, yeah it's the end of Shepard's journey, what that actually means is up to you to decide". If there's one thing I do agree with is that saying "ending Shepard's journey", literally, doesn't mean "death" per say. But BioWare's actions, their decisions at the end of ME3 sort of spill the beans for us. They wanted Shepard dead, period. But they did want to (or EA wanted to) see continuity within the Mass Effect's universe (but, yes, "Shepard's journey" is done, but franchise, its universe, will still go on).
Really, we were not given a new protagonist in ME2, and were not given a new one again in ME3. We've had Shepard for three games, the comparison with the Dragon Age franchise's take on protagonists and their evolution within that universe is different that in Mass Effect's. Look, in Inquisition we know that Hawke will "play a part" in it, we'll see him/her, heck maybe we'll even be surprised and we'll get to actually play as him/her for a short period of time, for one or two quests, etc. That's because in DA2 Hawke 'survives' the end of the game (I.E. isn't actually killed per say in Kirkwall) and just departs (or perhaps should say "escapes") the whole mess that just exploded and ventures in 'x' direction and isn't heard of as Varric says (he doesn't know where Hawke is). If in ME3 Shepard would have survived (if ONE of the endings, chosen by the PLAYERS, not by BioWare), then I can guarantee you that at the very least Shepard would have been in ME4 again even if he wouldn't have been the protagonist. He/she would have made a cameo, or would have "played an important part" at some point (similar to Hawke in Inquisition). You don't just erase important parts of your story-telling (protagonists and their actions) just like that in the blink of an eye without considerations or plans, unless the plan per say is to kill 'a protagonist'.
So, anyway... I maintain my position simply because I haven't read about a convincing argument yet that explains why they killed Shepard if in fact they didn't plan for it. But the thing is that Weekes confirms that they planned for that, and even foreshadowed it, at least in ME3 itself, to which I agree. It was depressingly obvious that by not even half way through the game that Shepard's final hour was coming our way, that we'd hit the wall real hard, and nothing would stop it from happening. And if by the London mission it still wasn't obvious then I regret saying that the player thinking otherwise is just denying it, but that's part of the grief stages isn't it. I maintain that, indeed, the only truly effective (not the softest, not the most "tactile" or graceful or hugs-loving way) to do so was to "end Shepard's journey", which again I say was only a politically-correct manner to word that Shepard's death was planned from the start. They wanted Shepard dead at the end of ME3, period.
The ONLY thing I despise them (the writers) for is that they bothered actually creating that heart-and-gut-wrenching "But, Look! Shepard MIGHT still survive, look at him/her gasping for air! Look! Aaaaaaaand.... aaaaaaand... *drum rolls* NOPE, cut!" scene. It was a twisting-knife-in-the-wound pointless scene that way too many players (me included) held on to "Because LOOK, Shepard IS STILL ALIVE" ... well, nope, it was just BioWare adding oil to the fire for the heck of it 'cause they like big flames when they're fueled by the real pain of their fans. You want Shepard dead? LEAVE HIM DEAD, that's the only message I had at the time for BioWare. I had my fare share of emotions-driven replies back when ME3 was freshly being completed by the community soon after its release. I did make posts before (dozens and dozens of them) some of which I told BioWare that the darn Destroy ending's "breathing scene" was the ultimate insult (that's excluding the "don't forget to buy DLCs later on" message at the end of the credits before they changed it after they made the Extended Cut into something more polite like "Thanks for playing!").
So yeah, Shepard had to die.
And I do have the strong feeling that Dragon Age 4 will have a new protagonist again (we all know it won't stop with Inquisition).