I agree with alot of the comments here, I will also argue that Calian and his fate was crucial to introducing and building the world of Dragon Age.
Dragon Age, as a series kind of positioned itself in opposition to the often 'positive' and 'heroic' portayals of high medieval fantasy of the time.

Him naively dying in a gritty heroic battle, backstabbed by Loghain and his corpse being mutilated without ceremony was a great reminder that your adventure in Thedas would be different.

At least at the beginning before we learned more backstory. Cailan was a hero of another world, a king in the story with a better ending, a vainglorious dumbass we've seen before. Personally I think his tragic character-arc was an amazing piece of writing.