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Why isn't the Axiarch an Independent Character? Is it an oversight, or actually meant to be that way? I feel like it is really unsafe to field him just standing in the open without a squad to protect him. Also, he has a Kyropatris Field rule, which does nothing for him, as it only affects units with a certain amount of models.

Is it just me that think this is weird?

Most likely a oops on fw side. But currently is unable to join a squad.
You can try and email fw about it.