My biggest beef with the progression of the game was how all of the sidequests contributed literally nothing to the main story. Technically, we could have just stuck with the main quests from start to finish and not visit the other locations, and we still would have ended the wars and chaos in the world. The only reasons we had to visit other places is because of the Power requirement, and recommended player level.
Wouldn't it be nice if doing Varric's Red Lyrium chain resulted in weaker/less Red Templar enemies (or conversely, not doing them means fighting tougher Red Templars)? Or if doing Dorian's Tevinter quests meant having less Tevinters support the Venatori, and thus have less Venatori to deal with?
Or what if Skyhold actually generated income and how much generated income depends on what quests we've done, and how we approached the war table missions (in Neverwinter Nights 2, which is a game that Bioware had a hand in, your fortress generated gold usable by the player, but it depended on how you managed said fortress). Instead, we just hear Josephine going on and on about how Skyhold is making money, and how Skyhold can pay for everything, Bull's Charger's included, yet she doesn't give us any money. The Inquisitor needs shiny gear too you know! The biggest insult is when you do the gold war table mission, and we only get like 100-200 gold, while Josephine says in the report that Skyhold's coffers are filled yada yada yadaa.
Maybe the story could have been better to me if the breach was the antagonist and not Corypheus. Why did someone have to cause the breach? Couldn't the widespread death caused by the two concurrent wars along with rampant magic use have caused it? Then ending the Mage / Templar war and even the Civil War could have weakened the breach enough to close it at the very end.
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I mean, this villain wasn't even competent.
Now that you mention it, the nightmare (or was it fear?) demon could have been the big boss of the game. For starters, it's already established that war and violence in general thins the Veil. That could easily be worked into causing a gigantic hole in the sky. Then,Plus, the thinning Veil means the demon can influence the real world more than ever, and it also helps that the wars and demons falling out of the sky makes everyone afraid. Yup, that could totally work as a world-threatening plot.