I'm not sure if you played other rpg games where you have companions but take BioWare's Dragon Age for example. It's the same thing. You'll have missions that are known as your companions side quest and that is for you to get to know your companions better. When you mention Shadowheart and having to bring her in order to explore the ruins, that's because it's her quest. If you go to your journal, at the very bottom, each of your companions have a mission. Having to go to where the Githyanki are, that's Lae'zel's mission. Getting rid of the goblins at the Goblin's Camp, that's Wyll's mission. Killing the the Vampire Hunter, that's Astarion's mission. So, it makes sense to bring them along. As I mentioned before, BioWare did the same thing with Dragon Age where you have to bring a certain companions along so that you get approval points with them. Other rpgs that also have companions, do the same thing, especially if you can romance these companions.