but he knows when to stop killing
No... he certainly does not. Assuming you played Mass Effect 1.
I oddly liked Sten
The problem is that Sten doesn't seem to understand that epic quests are not finished in a single day while at the same time being a hypocrit since he has NO objection to you doing his side quest.
The annoyance comes from his sheer objection to EVERYTHING but the most dirrect route irregardless of the benefit.
He isn't bad on his own but when you add Morrigan, and your not trying to be evil, how annoying these two can be really starts to show as they will chew you out for EVERYTHING! Did you just save a kid? Sten will criticise you for not killing it. Did you save someone's wife? Morrigan will punish you for doing the right thing (inspite of the fact that the reward, Often the entire point of doing quests, was quite substantial).
While Sten is annoyed if you decide to even think of doing side quests. Morrigan will practically scream of you think of doing ANYTHING that benefits a being other then yourself, even if your scraping off the top.
Which I guess is the problem mostly. Sten and Morrigan uttarly ignore the world around them and live in a fantasy land inside their head independent of what is going on around them and will ignore important things like food, supplies, and the entire point of even doing the quest. At least Loiraine (or whatever her name is) is intentionally being idealistic and that is her excuse and serves as the point of her character. Morrigan and Sten have no excuse and while you can see what they were going for (for example Sten is very to the point and finds wasting time with anything that isn't a dirrect solution to a problem to be a waste of time While Morrigan is self-indulged and believes that charity is for the weak as well as having weak morals at best) it comes off more that they are whiny when you realise that your action that get penelties don't even contradict their character just the idea of their character.
For example why does Sten object to alternate solutions to problems that weild greater rewards? Why does Morrigan object to mutually beneficial quests?
Now if you are going the evil route they are a lot less noticable because Sten and Morrigan are supposed to be "evil" so to speak but not really (rather they are just all for being evil) and thus they MUST be harder to keep happy for good characters because... uhhh... BALANCE everyone!