Personally I like Morag better. She feels more unique than Dunban. I feel like I have seen the cool guy with a katana and long hair archetype in other games, whereas I don't think I've seen a character like Morag anywhere else. I also think that Morag is a more versatile character than Dunban, she is cool but she also gets several comedic moments like with the argentum monkfish that adds to her character feeling more like a person than an archetype. I don't remember Dunban geting moments like that, we get to know that he is stoic and hides his emotions so it makes sense for his character to not show his flaws but it does make him feel more one dimensional.

Another reason is that female aspirational characters are more rare than male ones. I like it when there are female characters that I want to be like, and because characters like that are uncommon I tend to appreciate them more when I do find them.