A good hero in stories leaves and stays in the background once they make big, or dies. The other alternative is make sure they never make big while being a hero in the background. This is something none of them could do, since they all did a bit of an underdog story. They played their part. Sheppard was able to keep going because no matter what they did, people never fully gave out laurels. That is why there was a setback at the beginning of the other 2 games where Sheppard was backed into a corner again and thus remained a relevant hero.
But the whole point was getting where they are. Hero of Fereldan could land on another continent, a stranger in a strange land, or be caught in something so terrible they aren't the hero of Fereldan any more, but really, they had a goal and achieved it. Stop the Blight. It got stopped. Sheppard had one goal, save the galaxy from the Reapers, which didn't happen until the end of the 3rd game. Also, if it could have happened, it should have been dragon age 2. Once Hawke came into the picture, the Warden couldn't be the hero again.