Please explain.
Maybe we understand different things by "Lords."
And what do you mean by "marginal"? As a neutral creature (a Lord)?

I understand that a Lord is a ruler who has subordinates (belonging to the highest stratum of their society).

Marginal means someone who has fallen out of society, who does not belong to it.

I'll repeat my thought:

A hero is not necessarily a Lord, that is, a person from the upper class, in their society having power over subordinates. It could also be some kind of thief who has gained popular support.

In general, in Heroes of Might and Magic, heroes evolved from mercenaries into generals in the first part and then into story-driven characters (almost role-playing ones).

Added 2 minutes later

Progressive Middle Ages. Neither in Erathia, nor in Harmondale, nor in Bracadia, nor even in Nighon are there inquisitorial pyres, conservatism, or a denial of development and progress.

They don't have the concept of the power of the church at all (as it is, for example, in Heroes 5), and there is no inquisition, although one could argue, because there are Crusaders