I'll open with the main question I have:
Are we missing something, or are our play styles, philosophy, and what we want out of DW incompatible with the choices the designers made and the areas they chose to emphasize?

Also, I really have high hopes for this game.

Last night I ran my first DW game, with players who, while they had never played DW, had at least played AW once, if not dozens of times. In addition they have all played various editions of D&D in the past.

While we all had a great time, there were a few things which just didn't feel right. A few things about our (hastily) built setting.
A) The party was level 1 and had a fighter, cleric, and thief.
B) The setting became very urban intrigue, complete with an oppressive government and secret assassin guilds trying to kill a young boy for an unknown reason.

One of the things our fighter pointed out was that there are a decent amount of moves which are ripped almost word for word from AW. Not a bad thing, so long as they fit the theme of DW. What he felt the lack of, however, was GOING AGGRO. When they captured an assassin posing as a city guard, they all look at the basic moves, trying to figure out how they could beat the information they needed out of him, which doesn't exist (as far as we could tell) in DW.
The fighter had to resort to an inspired if slightly convoluted parlay in order to force the assassin to talk.

Another thing pointed out was that our average XP for the 3 hour session was 5 per player. Everyone felt a little bummed that they didn't level, especially those who were very used to the fast pace of advancement in AW. This feeling was compounded when we realized how much XP is needed for high level play.

I was being a little conservative in my calls on alignment XP. Should the DM be more liberal in handing these XP out, to speed up advancement?

Finally, why is there no human guard example monster? This isn't meant as a flip comment. Was this a choice to focus the game on dungeon crawling and killing monsters, rather than allow the game to head in the direction that we chose (intrigue), which it was not built for?