I see the point for Wyll, but Shadowheart I don't see why she would need DEX for. Equip her with Lae'zel armor and she's a decent tank. I would actually rather specialize her in heavy armor so she can get a full plate when they are in the game. And her spells are more to help rogues than for herself. She definitely doesn't have the stats for a sneaky character. There will probably be some +1 or +2 dex items later in the game. It will be enough for her.
Wyll needs it for his survivability for sure.
STOP IT! I'm so tired of seeing people advocating ANTI-roleplaying cheese tactics (a githyanki letting you strip her and adding insult to injury by giving her precious armor to her rival) to overcome an obvious mechanical (and thematic) problem with Shadowheart. As for Wyll, there is no problem once he grabs the Moderately Armored feat at level 4.