That's a good insight into how NPC should work. I'm much more likely to care for a NPC who is fighting alongside me, rather barking orders at me through the radio. I think Cortana in the Halo games makes an interesting study as well. During the first two games, she is with the Chief at all times. She evens says something like "Remember, there are two of us in here now" - constant lines like that establishes that Cortana is facing the same dangers you are and the player cares a bit more for the character as a result.  
 
However, during Halo 3 - I cared a lot less for Cortana and was more concerned about the Arbiter - who was constantly with the player all the way. It's interesting how proximity affects these relationships.