You seem to be treating depth of character and morderhobo as opposites here; I'm trying to say this isn't necessarily the case.
OK, you're right, I could be playing a deep, complex, clinically psychopathic homicidal maniac, this is true! How many of those do you think exist in the world? I don't find this point convincing at all. People play 'murder hobo' because the game doesn't provide for, or reward, any other sort of play, and they're fantasy characters, so there's no ACTUAL consequence to it. Its that simple. Its basically a crude fantasy with no meaningful 'character' to the character. Sure, they might have quirky habits, interesting scars, cute sidekicks, titles, whatever whatever whatever. They're still one-dimensional cardboard cutouts, not fleshed out characters.
The first adventure - the really gonzo one - in my current campaign was KotB. Two players rolled up characters who were already - well, not exactly friends, but travelling companions: one a Bard, the other a Cavalier, known together as the Bardalier. These two had heard there was adventuring to be done in them thar mountains (but with no real idea what it entailed!) and rolled up the country singing their own completely fabricated praises at every village and inviting people to join their merry band. And one by one people joined, and thus by the time they got to Holtus (my re-named Keep village) they had a party of nine: two PCs each plus an adventuring NPC.
So at least that initial crew had a bit of connection to something (mainly each other, except the NPC who they unwisely took in without learning anything about him even including his name!), even if the group very quickly got to the point of recruiting anyone they could press-gang once the casualties started mounting.
I understand. You're giving the players some scope. So, unlike the PCs who met in the bar last night (well, these guys must have also had that sort of origin at some point, right?) they met in some village or other last week. I do think its an improvement in a sense, but had they met at Holtus in Session 1, the sort of "getting to know each other" phase would have happened there and in the Caves, right?
Where I'm fine with this if that's what they want to do. I neither ask nor expect them to be heroes, and their alignments are set by their actions once any patterns become clear.
Oh, we are not disagreeing here. Players are free to develop their characters as they see fit, but I'm going to provide them with suitable character defining moments as they seem interested in them. Most players actually WANT to add depth to their characters. Its fun!
I thought about just starting them at Holtus on this sort of basis, but then the "Bardalier" idea came up and that was just too good to pass up.

Also, with Holtus being such a small place I didn't think it'd make in-game sense there'd be so many neophyte adventurers all right there.
Yeah, I'm a bit less wrapped up in that sort of consideration. "6 weeks ago Big Mack, a famous dwarf treasure monger put out the word for assistants and many flocked to the Keep, but Mack hasn't been seen in a month..." Stuff like this is easy to explain, if someone asks, and heck, in a DW game a PLAYER is likely to come up with the above:
Player: There seem to be a lot of adventurers in this one tiny keep.
GM: Why do you think that is Beregond?
Player: 6 weeks ago...
Its what I love about low myth play, we can spin out many fun tall tales, etc. Maybe Big Mack is a totally made up myth, maybe there's a huge treasure out there SOMEWHERE deeper in the wilderness. Maybe Big Mack is Higlet the dwarf's uncle!
There was a bit of that within the party now and then, along with lots of bickering.
It can be more profound too of course. My BitD character was haunted by a demon, came from a lost island, put in an orphanage, and got dragooned into fighting for Doskvol in a brutal war, THEN he became a PC! His crew mates were fellow orphans, his nemesis was a physiker who got angry at him for liking his daughter, his ally was a pit fighter, and his vice was satisfying the urges of the Oni (demon) which also inhabited his father's fine sword (so he couldn't really just ditch this Oni). I mean, yes, this character is a cliche of course, but he had plenty of interesting reasons for what he was up to, and his story evolved. When he did stuff, I could think why was he doing this, how is it part of his character?