So far my Hawke is my only character who was actually a Fereldan, so...meh, not really.
Only reason I'd find myself subconsciously supporting them still is because the bloke on the throne used to be my Warden's buddy, I guess.
Same here, tbh in my case I don't think loyalty is the right word either. My Hawke is one of the few characters who was actually a Ferelden, and he's not really a patriot, but he misses his home from time to time and doesn't wish to see his homeland fall. However my Hawke's first priority is to protect his family and ensure their welfare first, Kirkwall second when he becomes the champion, since it's a place where his family lived now and where his friends stay, while his homeland the third.
Most of my characters are either a Dwarf or an Elf, and my main Warden who's a Dwarf has no reason to be loyal to Ferelden. He always put Orzammar first, the Grey Wardens duty second. That said he admires Ferelden people's fortitude to hardship and their humbleness.
I also find myself subconsciously supporting Ferelden even as the Inquisitor, and despite that his origin is elsewhere he has no reason to let this nation fall. He'd want to close the Breach and restore order, and keeping Ferelden from falling apart is included in that objective. My Warden still supporting Ferelden because the man on the throne used to be his friend, assuming Alistair still consider my Warden a friend after he choose to spare and conscript Loghain.