I didn’t find Loghain sympathetic at all. I let him live anyway though. Because A: Anora asked me to and B: he wasn’t in a position to be much of a PITA any more so why not? I can’t remember whether you know that a grey warden needs to die to win at that point or not but if so I’m sure that was also a reason. If you’re gunna kill him anyway might as well let him die instead of me/Alistair his death at the arch-demon is really the best choice overall. I wasn’t aware, when I made the choice, that Alistair left if you did though. I found it rather surprising I couldn’t talk him out of it.
I chose Bhelen pretty much exclusively because the merchants supported him and I figured what’s good for the merchants is good for the travelling adventurers.