If Sten left, he'd be giving up his community in return for... nothing. Just isolation, and a hearty dose of racism from the rest of Thedas. So why even contemplate leaving the Qun? Just keep convincing yourself it's true, make the best of it.
In contrast, Bull has had the luxury to consider alternate viewpoints. Because, if considering those alternate viewpoints leads him to reject the Qun, he has a place to land when he leaves. Sten can only begin to think about these viewpoints after the Warden becomes kadan to him. And he still doesn't have a full circle of friends yet, it's mostly just the HoF.
I think the point you make is key -- Bull has a network already in place with the Chargers (and further strengthens this with the Inquisition if he befriends the Inquisitor). Sten was already so absolutely inured and indoctrinated that he broke when he lost his sword, and his highest compliment is simply that he hopes he will not meet us on the battlefield. That's pretty hardcore. (I mean, I love him, but... yeah.)
Sten has the typical qunari arrogant certainty that you see in all qunari up until meeting Tallis, Gatt, and the Iron Bull. Iron Bull isn't devout (I'm pretty sure even saying the qun is not perfect is heretical), and possibly never was, but he is loyal. He worked in Seheron until burning out to protect its people; not because the qun is flawless in his mind. He's also not the type who'd strangle eight people including children over a lost friggin sword; even without a support network outside the qun IMO.
Here's my big confession: I really hate Sten's backstory in DAO. I just think it's not necessarily as believable as it could be. I mean, I could buy that a Qunari might kill an entire family over a sword. But not that he'd be broken up about it. Yet the person we see is so devastated it's obvious some kind of real mental break happened. So I always headcanon that Sten had been drugged or messed with in some magical way, awoke and genuinely went nuts, thinking he was being betrayed and lied to on multiple levels.
He wouldn't kill them over his sword but he'd have very likely slaughtered a family that he's told are enemy spies that must be neutralized.
And he's probably hate himself and anguish over the repressed emotions and considerations about it but he'd probably do it.
Pre-Chargers I mean.
So yeah. Loyal. But yeah, a bigger heart.
Muh Bull.
Sten is more of a grunt, by definition and otherwise, and he is relatively less about loyalty and relatively more about just not knowing anything else and feeling panic/fear at even the possibility of dealing with those things. Its Bull that WANTS to deal with other things than Qun, yet that's problematic in his role.
IB is more of a political story. And good - this is a thematic change throughout DAI compared to say DAO. I liked this difference in DAI though I know others didn't and would have preferred something more openly 'epic' and combat centered.
I agree, to an extent. Bull's very role requires him to be genial, seamless at assimilation, welcome anywhere. I don't know if I think Sten is a grunt, exactly, but I do think he's required to act in a much simpler role (and to me he's a very tragic figure).
...Ok... I happened to hate that murderer and left him to rot in that cage. Least favorite companion in all DA for me. Different strokes.
If it helps, see my earlier note above -- I didn't like Sten's introduction either, at least in terms of believability. I definitely don't think in the real world that my Warden would have actually brought a gigantic, mentally fragile murderer onto her team without a second thought. But I was moved by Sten in spite of myself and aside from his introduction, I was very glad to have gotten to know him. He's a fascinating character in the end. And often really, really dryly funny.
That's... surprising. No judgements, I've just never seen someone so infatuated by Sten before 
Anyway, about the last line: It's actually the other way around - Bull is a lot more perceptive and clever than he lets on. He intentionally gives people the impression that he's dumb muscle, which is easy since he loves fighting anyway. Sort of like how enemies underestimate Solas or Mordin until it's too late.
Never see me coming...
Except instead of being more powerful than they appear, he's smarter than he appears. I know smart is a really vague term, and there are a lot of different ways of being smart, but overall, he is. I mean, I'm not dumb, but I can't play chess in my head - and almost beat a trickster god to boot 
Oops, I want to clarify -- that's actually exactly what I meant (not the reverse). That Bull is WAY more subtle, smart and perceptive than he appears. It's why he's one of my favorite characters in the DAI-verse. I love that about him. Even the fact that he introduces himself to you as a spy right off is meant to put you at ease -- Bull's brilliant that way about hiding in plain sight.
I especially love the small character notes -- Bull's a big goofy lug, the muscle, but he happens to be the muscle that can, you know, play mind-chess with Solas, give Blackwall an Orlesian safe-word well before we find out about him, outline the steps of the Dance of the Six Candles with Vivienne, and quietly observe that with Solas (as with himself!) "half our targets never even see you coming."
Meanwhile, on Sten: Part of it was the wonderful voice-actor for me (I loved Hildreth's performance). But I also found him so fascinating because he seems one way -- staid, emotionless, etc., but what he actually is (I feel) is trapped. Trapped by the Qun and his own culture, and yet to me the DAO story was about him finding companionship and friendship and there was simply no way for him to express any of it. And I found the subversive idea of a silent romantic attachment of him to my Warden really irresistible because it takes that a step further.
I liked the tragedy of Sten in a way. When we met him he was in a cage. But in the end, we realize he carries that cage wherever he goes. But in spite of that, he was a rich character to me -- dryly funny and often surprisingly moving.