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All these characters have back stories that we barely know about. They should've made some side quests that would give more back story on each character. Especially with Krieg coming up, just looking at his dialogue you can tell there's an interesting back story to him.
I like the idea. It was cool hearing why they came to pandora, but it could be even better for character development if they each had a quest that showed them doing what they are on pandora for besides the vault.