I don't think adventures need to be about combat. But many adventures can benefit from an "action" component in one or two scenes. As for myself, I do like playing combat magi, but with depth of character. In fact, Roberto of Flambeau is such a well designed combat magus, that he hardly ever gets a chance to fight. SG's throw mysteries and riddles at him, and he (or I rather) am just not good at that. So I was forced to rely on developing depth of character.
Click the link and feel free to clone Roberto for your saga. Use him as a template for others.