The warehouse was just a stash that they had set up, before the got ousted outta Ferelden. Just some place to grab or store stuff for emergencies.
What Al is talking about, is pretty much along the lines of the "American Dream". A nice house, wife, 2.5 kids, a dog/cat, etc. Consider his past. He's been shuttled from "home" to "home". Always given a sense that his own family doesnt want him. So all said, I can see how he'd want that, instead of constantly being at war in a never ending fight, dying young without ever really having lived your life, or die in 30 years completely miserable and tainted. Or ummmm... being forced onto the throne
As for what they do in peacetime. There is no peacetime for a warden. If you're not fighting, you're gathering intelligence and keeping track of the enemy. Or trying to find new and inventive ways of fighting said enemy *coff coff* Avernus *coff coff*
Training new recruits. Searching for new recruits. Trying to establish bases of operation. That kinda stuff.