BioWare should just get rid of "grey morality" in Dragon Age 4 or at least tone it down.

I do not think they can be clearly distinguished these days, if they ever could. One aspect of this is that people ask scientific questions of a setting, regardless of whether it is marketed as fantasy or not.

Take Star Wars, for instance. I would argue that any setting where some kind of morality is built into the structure of the universe is fantasy, for this can't be explained without a supernatural reality. The only way to approximate this with SF is for the story to feature a virtual reality that simulates such a universe - in which case it isn't actually real, defeating the purpose yet again. However, does Star Wars actually qualify? The Force has been presented in different ways, and one way you can describe it is a kind of energy which can be channeled by humans according to certain psychological characteristics. It's clearly beyond explanation in current science in-world, but not beyond scientific hypotheses, as it would be if there really was a "dark" and "light" side in ontological reality which mapped to human morality. At the same time, scientific explanations of power differentials in users of the Force have met with considerable resistance by almost all of the fans (it didn't help that the attempt was clumsy and lacked all elegance). So, the fantasy-like unresolvable mystique surrounding the Force appears to be an integral part of the setting's appeal as well.   

Regarding Thedas, I don't know whether a Thedosian would ever come up with this question, but it is one I find much more interesting than the question whether a Maker - an entity that created Thedas - exists: If a Maker exists, what exactly is this entity?

Considering this, you might want to go and ask: why would I ask this question of Thedas, but not of Middle Earth? What exactly is it of Middle Earth that tells me this is not a question that makes sense to ask there? Surprisingly, it occurs to me that the answer is irrelevant to Middle Earth, but not to Thedas. Middle Earth works as it is, regardless of whether the metaphysics behind it are true or not. You could also ask "how exactly did Gandalf come back" but that's actually not every relevant as well. In Thedas, however, the Black City is a tangible aspect of the world, and the whole setting could feel very different after someone managed to enter the Black City and made some significant discoveries.

So fantasy, as I see it, only manages to remain pure fantasy in modern stories if it manages to make questions like "what exactly is this" and "how does this work" irrelevant to the story. And this is, contrary to what you might think but at the same time rather plausibly, much harder to do if supernatural elements like gods and magic are tangible rather than remote.

For the scenario in question, thus, it can be stated that Thedas gives itself more easily to it than, say, Middle Earth would.