I have found auto-attack features annoying in other games, particularly with melee characters (rushing into groups of opponents) and mages (wasting mana by healing too frequently or stupid choices of spells). Some games have a setting where the characters will defend themselves if attacked, but otherwise stand their ground.
In BD when both characters were using melee weapons I never had my secondary character auto attack (but then I also rarely left one character standing alone somewhere, except for summoning dolls). When I switched my hero to an archer I set her to aggressive. This worked out very well, and there were maybe a couple times when she attacked an opponent not already in the fight.
New games are starting to pay more attention to enemy AI (especially FPS and strategy games), which should help party AI as well. Hopefully DD2 will have more intelligent party AI (preferably configurable, but as long as the presets are reasonable that is not required).
The DK should not be significantly more vulnerable than the hero. If he is a weak mage because you are concentrating on boosting intelligence, you might want to start him off as a fighter, and raise his intelligence later (the most effective spells start to become available in act 2, anyway). The topic
Killing Fergus has some early strategy and stat point distribution tips. The math appendix of the
Beyond Divinity Strategy Guide goes into more detail on the primary stats, and gives some general comments on stat point distribution.