I agree. That's why there's the Empires Series of both Dynasty Warriors and Samurai Warriors. It's fun using a created character, but since Dynasty Warriors is a game based on History, well, they have to put in the correct people that were set in the Three Kingdoms Era. Unless Koei wants to make a RPG game set on the Three Kingdoms Era and letting people use their own-made characters.
But you know that Koei did make Dynasty Warriors Online just for that.
But as a fanatic of the Koei Games, I know alot about the Three Kingdoms History, I'm even reading the book itself for the moment, and I really like the Storyline, so I would rather stick with the Canons.