Haha yeah, I don't know what I was expecting either, but it became kind of my favorite thing to do and I was constantly amused that I could. Maybe it's not so much that you play as a blood mage, but that you play as a really sneaky blood mage...
Doesn't Carver protest (regardless of Hawke's specialisation) in one of the conversations that "My sister/brother is NOT a bloodmage"?
I'm pretty sure SOMEONE in the game would have acknowledged it at some point if your Hawke were actually a bloodmage. No, this is gameplay/story segregation. Just like in Origins there was nothing stopping you from making Wynne a bloodmage despite how she would never stand for it.
And Fenris is one of the most brutally honest people in the game. XD