The companions have their own story arcs and they will proceed with their story whether you take them into your group or not... this means you can run into them later and add them to your group later... however it was mentioned that some of them may be enemies with you if they are not in your group early on... and lohse storyline eventually leads to some horrible event that the gods themselves warn you about and tell you to kill her...
so they will have their own story arcs (which will be different if you play as them as your main character since you will be able to choose actions/responses that are different from their default choice)
