I agree that it feels like something is missing with the Shar’s involvement. It’s important for Shadowhearts story, and a major plot point in act 2, but how that ties into everything else seems a bit incomplete.

Not sure why you think Lae’zel’s story isn’t intertwined with the story, though? My play through ended with her astride a red dragon and off to lead the glorious revolution.

I don’t think any holes in the story are due to the general design philosophy. When we meet Lae’zel, she just a low level soldier, whereas Voss is a much more key figure. The uprising can happen with or without her, but if she is with you, she can play a leading role.