Plus a lot things are left unfinished such as Morrigan and the kid, Flemeth's motivation and the future of the Grey Wardens. If you so choose to chase after Morrigan, the question remains clear; do you find her?
lol considering the way that Flemeth trained her in the Wilds... I think, the situation would be more of her finding you, if you went after her. Which then raises the question of- is it gonna end up being a fight, or are things gonna get talked out, or a combination of both? Granted, I already agree that they have future plans for both Flemeth and Morrigan, but I'm just wondering which reaction it's going to be, when either of them enters back into the picture.
To Further the conversation of it taking place in Orlaise. I agree there too. The expansion takes place in Orlaise. At the end of DA:O, Morrigan was seen headed for the frostback mountains which also leads to Orlaise. Ferelden has had massive issues with Orlaise and King Cailen was revealed to have been trying to establish a truce with them in the Return to Ostagar DLC. Which also hinted that they had an issue of their own going on, and couldnt send troops to assist against the Blight.
The majority of the Wardens, are also in Orlaise.
I just hope that not all of them have french accents like Leliana. That could get annoying after a while.
I DO find it odd however, that one of the ONLY characters which DIDNT offer to go with you, or offer you to go with them at the end, is the one that shows up in the expansion as a constant companion.

Ok, this is just an opinion here, but to me...I think the intention was for Alistaire to end up marrying Anora for the ending. Granted, yes...they don't really like each other all that well, but considering the longstanding relationship between their ancestry, it wouldnt surprise me if Gaider thought about merging the bloodlines.
Heh, I look forward to fighting some of these vaunted Chevaliers