Complicated answer, but in the interest of keeping it short and sweet (and getting to bed) I'll try and be brief.
On the Scions
-Hard to say. The question isn't "Do they care about us?", because they clearly do. I never said otherwise, and if someone thinks I did it's likely an inference made in error. The question is which is more important to the Scions: us as a person, or us as the Warrior of Light? There is a difference... and, going by Minfilia's pre-"sacrifice" dialogue, it's the latter. Very rarely do they ask if we're OK psychologically despite the repeated traumatic fights and incidents we go through (in fact, the "fight" bit is in the job description according to some), and while Minfilia does always greet us warmly and refer to us as her friend, she is still taking advantage of our kindness and generosity to further the Scions' aim (protecting Eorzea). We may be a Scion as well, but we're an individual with thoughts and feelings and desires, not just a tool to be thrown at whatever primal crops up. (Any difference in the Warrior of Light's attitude towards this depending on region can probably be chalked up to the Eastern collectivist societal tendencies vs. Western individualist societal tendencies.)
It's for a good cause, though, so it's OK.
On Hydaelyn
-Hard to say. We've been saved numerous times by Her, and she even says she loves us when we get our Blessing back. That said... well, She is a goddess, and thus might function on values that differ greatly from our own. Again, the question is not "Does Hydaelyn care about us?", but what is more important to Her: our wishes, or the good we can do for the world? Like the Scions, I lean towards the latter.
Is it petty and immature to put the wishes of one before the needs of the many? Undoubtedly. But if you don't acknowledge and accept them, some unsavory things can happen to you on a psychological level.
This is where "Fray" comes from - and, as always, the important thing to remember is that s/he is not dark, evil, mean, jackass, petty, immature, or only a little piece of you. "Fray" is you, and you are "Fray." There's no boundary or border where one ends and the other begins. Once you understand and truly accept that, everything s/he says takes on an entirely new light. But I digress.