*shrug* Maybe it is just that I listen to the npcs, read codices etc. My son on the other don't and he was a bit bewildered by the Hinterlands but it wouldn't be fair to blame that on the game.
But what does reading codices have to do with knowing we don't need to stay in the Hinterlands? And as mentioned, I think the companions stating we should go to VR was in the base game but probably either affected by the banter glitches or was only said once; only after Trespasser did they chime in constantly to tell us to leave.
There a lot of npcs who says things, some of the are advisors - and this early in the game more or less your bosses - and then there are your head scout etc. You have to sort it out yourself though. But anyway, find Giselle, secure horses, help the refugees, end the mage-templar conflict and get enough political influence to approach the Chantry. Not really explore the entirety of the Hinterlands before doing anything else. The Hinterlands isn't going anywhere? You can comeback. 
Yes but as I've said, from a player's perspective who has played Bioware games before, the first time I played the game I had no idea whether Hinterlands would still be there after Val Royeux or not. Logistically, of course it's impossible for any level 3 PC to complete all of the Hinterlands in one go, but again this is hindsight knowledge since we don't know how large the map is or the enemy scaling until we've complete the whole map. Given how other Bioware games have worked, I wouldn't have been surprised if we were only able to access Hinterlands, Storm Coast, and Fallow Mire prior to IYHSB.
KOTOR: We can't return to Taris once we leave.
Jade Empire: We can't return to Two Rivers once we leave.
BG1: Technically we return to Candlekeep but it's a different map
BG2: Thank goodness we can't return to Irenicus' dungeon
DAO: We can't return to Ostagar (...except in the DLC, but that's a different map) or Lothering past a certain point.
All of the ME series has maps which we can't access once we leave; all excepting the hub maps in ME2 and ME3.
Now a lot of those examples are actually just starting dungeons, so really they are more comparable to the ToSA at the beginning of DAI. But Lothering shows that even maps we can leave and return to don't necessarily remain available for the entire game.
Also, your point is true for all Bioware games. We go into a map to complete a main objective(s). On the way to that, we encounter many smaller quests that aren't required but can be later relevant to the main objective. It's down to play style, but I don't really go into a map, complete the main quest to the exclusion of all else, and then later come back and mop up the side quests. I usually take them all on as I advance through the map to try to reduce travel back and forth.
I think the Hinterlands is just so overwhelmingly large as the first main map of the game that it can be a bit intimidating. I think it could have been scaled down or broken into two maps to ease players into the open world. But it's the first time Bio's done open world so it was an experiment on how to build such large zones. 