I see what you mean about cool companion in Dawnguard. I went vampire to see what it was about, intending to backtrack to the last save before the event. But now I have to see where it goes with the new perk tree and different gameplay. I do wish I could go back to first-person as a vampire lord, though. Another downside is that the Dawnguard are already trying to kill me. That didn't take long.
I still have the save right before the change. I guess I can play the story the other way afterward, but I seldom ever backtrack like that. I did do it in Fallout 4, though, to get all the outcomes. Definite maybe.