The Conclave was one of the most important events in the Dragon Age series. According to the lore, every almost every important faction had some sort of representation there. You would think that an RPG would begin there, in a place where a new player can get so much needed exposition, a place where we can get acquainted with our character and a place where we'd get introduced to the villain.
But no. The story begins after one of the most important events in the game occurs.
As a result, a player who is new to the series gets overwhelmed with Cassandra's initial exposition overload. I witnessed this as my friend (who never played DA games before) played DA:I for an hour today.
The Conclave would've been such a great place for our character to mingle with different factions of Thedas. We would get acquainted with the Divine, leaders of the mages, templars etc and would actually care when we find out that they all perished.
With the Conclave as the intro, we would also get introduced to our PC better, mayhaps with temporary companions from your "origin", making our PC less of a brick.
TLDR: A conclave intro would do exactly what Ostagar/Eden Prime did. Show the player what he's up against and provide balanced exposition to the story.
Your character has amnesia
Playing the conclave wouldn't make sense
The player would know stuff the character wouldn't
It would mess with the immersion
not to mention the fact that the conclave itself is really irrelevant, it's a launching pad
The things that happened there don't matter aside from the explosion, the divine's death and quizzy getting the mark.
The way they did it is fine