Assassins were historically not very good at direct fights. They used poisons and cowardly ways. In D&D they are usually rogues that kind of suck at 1v1. A trained warrior should be able to dispatch one if you want to go by realism.
You don't start the game as a trained warrior by default.
If he was a super high level experienced one this should have been a "cinematic" where he just kills the merchant. By letting a starting warrior character being able to fight a losing fight is design that creates a sense of unfairness with players.
He does kill the merchant. Then he tells you that he was paid to kill one and has no desire to kill you, giving you two options: attack or lower your weapon. You decided to attack.
This isn't a losing fight or a trick fight. The assassin is easy to kill if you're a good fighter. If you aren't, lower your weapon.
1. Maybe it is different now, but in demo I don't remember any shady deals. I roleplayed a honorable bodyguard and continued with my duty.
You remember wrong.
After the trader dies, the innkeeper offers you to make 'easy money' - his friend will sell the dead trader's belongings to the thieves guild and you'll watch his back. You can say no.
Saying I could have turned it down just means you punish anything but how you want people to play. That is also not a good design and is in PnP called railroading and it considered a really bad practice.
You keep missing the point.
What you can do is determined by your character not your eagerness to be a hero. I'm not railroading you. If you're a hard man, take the deal and kill some thugs. If you aren't, say no.
I've lost count how many times I killed the thugs, so it's anything but impossible.
2. I don't remember the exact details but I am sure that walking away meant again I should leave my charge to die. That would be failing my duty and basically murdering the guy. Again, a show of "my way or highway" design.
See above.
You can't be a hero just because you want to play one. Your character has to be a good fighter. I assume your character wasn't. The end.
But punishing players for creating a fighting character that chooses to fight?! That is just bad design.
And what exactly does creating a fighting character mean? Stats/skills/gear/tactics? You probably don't remember now but if you decide to try again:
STR 8-9, DEX 8-9, CON 7-8, PER 7-8, INT 4, CHA 4
It's not the best build, but it will get you started. Once you understand the system better, you'd be able to play more balanced characters. Overall, STR - bonus damage, DEX - action points, which will be limited by your armor, CON - bonus to Block and HP, PER - bonus THC (to hit chance - very important).
I'd recommend to put all your combat points in a weapon skill and either Dodge or Block, your non-combat skills in Crafting or Alchemy.
When you're more comfortable and know what you're doing, you can spread your points thinner, but for now stick with a couple of skills. Don't neglect defense - you're usually outnumbered, so being able to avoid attacks (dodge) or reduce damage (block + good armor) is very important. At the same time, being able to hit the target is equally important.
You have 3 basic attack - fast, normal, power. Fast attacks do less damage but are harder to dodge/block (i.e. you have a higher THC). Power attacks are the opposite - more damage but less THC. Plus special and aimed attacks.
You get all attacks right away (instead of unlocking them as you level up), which doesn't mean that you can use them efficiently right away. Aimed attacks, for example, require high PER and high weapon skills (a weapon with a THC bonus won't hurt either).
I'd suggest to start with 4 points in a weapon skill and 3 in dodge or block. Raise the defense skill to 4 the first chance you get, then the weapon skill to 5, etc. Don't deal with the raiders or the mine until you have at least 5 points in both skills otherwise you won't stand a chance.
Start as a mercenary, join the Imperial Guards, do the first quest, then do all the side quests you can find, then deal with the raiders and the mine (if you feel like it), then do the second quest because you won't be able to explore the town beyond that point (as your faction is about to attack it trying to take over).
Well Xcom is about very difficulty combat that takes system mastery to become good at. Similar to my experience in AoD (the assassin fight). But it does not drop you into another unfair combat just after that.
You weren't dropped into another fight. You agreed to go there and then you decided to be a hero.
As for XCOM, it's a game where you have a squad of combat characters. You can't screw it up by sending your scientists and engineers into combat. The enemies are introduced gradually, letting you slowly develop your characters. It's not a bad design, obviously. It's a different design.
That is why games normally offer martial classes when creating characters so that players can use martial skills to accomplish great deeds. Since there was not class called Hero, the next best one was Mercenary.
Well, mercenaries are rarely known for being heroes, and if you've read the intro text, you probably noticed that your merc is working as a bouncer in a local tavern when the game starts.