That's indeed what I remember as well, but in at least one of the sequels it made sense to transition to a fighter to gain the paladin powers on top of the rest. Playing for maximum freedom was actually incredibly constraining in certain ways; I vaguely recall that you get forced by class into a specific endgame for Trial By Fire.
I have to mention to anyone who stumbles across this comment that there have been remakes. The QfG1 remake in 1992 was okayish, but I personally preferred the 16-color version in all its limited glory. But the QfG2 remake in 2011 was worthy of multiple replays just like the original was:
http://www.agdinteractive.com/games/qfg2/homepage/homepage.h...
QfG3 is still playable via DOSBox if you can get a copy of the software. I want to play QfG4 again and I unfortunately have never played QfG5 as it landed when I was broke... but I did get a copy of the soundtrack via some filesharing network at the time, and Chance Thomas's work on that soundtrack was absolutely gorgeous.