The way I played it in going to the Templars was that my Dalish saw it as the lesser of two evils. This was pretty much the same whether a mage or not. Whilst the Chantry were responsible for the Exalted March on the Dales, the Templars are no longer part of them. I went to Redcliffe fully intending to side with the mages, only to discover they had signed up with a Tevinter Magister, the ultimate boogie man to my Dalish. The fact that Fiona was an elf was irrelevant, since she was not a Dalish. My Dalish knew the history of Tevinter and the fact that they are known for using blood magic to control people's minds. Thus to walk into what they knew was a trap, relying on my current backup seemed stupid Far better to get the help of known magic negating experts. The intention being to close the rift and then march on Redcliffe Castle.
A lot of people seem to miss the fact that in allying with Alexius and his Tevinter cultists, Fiona and her mages have betrayed the people of Ferelden who gave them sanctuary. They didn't occupy the castle as invaders, they were offered its use freely by the monarch of Ferelden, with the co-operation and agreement of the Arl. Then the Venatori turned him out with the complicity of the rebel mages. Bearing in mind that the Dalish fought with the people of Ferelden to end the Blight, in siding with Tevinter, the mages are not just in opposition to the humans of Ferelden but the Dalish too. So it is not odd at all that a Dalish mage, who potentially was going to be a leader of their people, would oppose any faction that allied with Tevinter. In a way it is pretty much in keeping with their history. As Shartan said in the Gauntlet "The enemy of my enemy is my friend". Tevinter has always been the enemy and thus the rebel mages are now as well.
Would also mention that Leliana's argument that they had little choice as it was either that or death would not have much weight with a Dalish. It is clear from what we read in the Exalted Plains that when offered the choice of surrender or die, the Dalish chose death rather than surrender to the enemy. Their mantra is "Never again shall we submit", so it is clear that if offered a similar choice by the Venatori, the Dalish would fight to the last elf rather than sign up with them and so would have little sympathy for the choice of the rebel mages. When my Dalish mage did side with the mages, it was more to spite the Tevinter Magister than any real affinity with the mages themselves. When Alexius asked what I was offering for their services I took the option "Nothing, I'm just walking out of here with them". That Dalish mage really was that arrogantly confident and boy it felt good.
The best course for a Dalish, whether opting for siding with the mages or the Templars, is to conscript them, since they are then part of the Inquisition and under your control.