Pretty much the vibe that I got, and I can see feeling more tied to the people you were actually raised with, but even Theon really just wanted to go home in the end. He (and your character) was given up as collateral to end/postpone a war. Seems like that war is going to happen anyway. Despite any bitterness one would understandably feel, I'd think the main character would like to return home. But then again, I don't know any of the characters. If they were all legit treating him like a brother and respected member of the family, I can totally understand just going with that bitterness and wanting to stay. It's an interesting story mechanic, and I love them for being original and non-traditional about this