Playing scenarios isn't very interesting. They are too short and don't have the same narrative depth as campaigns, where you develop a hero from one mission to the next. As for Dark Messiah, the claim that it is the end of the Heroes series sounds far-fetched. The games have different structures; after all, Heroes is more of a strategy game, while Dark Messiah is a pure action game. You could say that any game featuring demons is a continuation or prelude to Heroes, but that's not the case.