The death sentence hanging over the wardens head, kept me from getting too attached. if you are going to do that, it IS better to make it an author established character.
Fallout3 of course had the same problem. get to the end. and fuck you, I don't want MY wanderer to make this choice. IF you as the author are going to force me to make MY character, go through YOUR motions and story bullets, why did you give me any creative power in the first place?
Shepard has marketability. as Shepard is a specific character. The actual variance in how he/she behaved or looked is pretty small. You can market around the N7 armor, and the name, and even get away with one or two visual designs. Particularly as there was a "base" Shepard, and you had to take an active step to change it. Think Link in zelda. Every Zelda ever, let you change Link's name. But he is STILL Link for promotion. Even Jrpgs. Cecil, Rosa, Locke, Terra, etc in Final Fantasy. They let you change their names, but for promotional purposes, everyone ignores that.
Can't do that in many of the dragon warriors on the other hand, where the main character is just "hero". Everything else is made up by you. or most western rpgs with real freeform creation. Neverwinters for example. Where class, race, gender, name, etc is totally up to you.