OOOOOOOOOOOOOOOH, is THAT why they say they are tired? I just assumed it was because they were out of spell-slots and hence "exhausted". Thank you very much for stating this, I am pleasantly surprised that Larian actually hint at their players when our companions need to talk.
I am basing this off of what some other poster said, so don't take it with 100% confidence.
It's certainly not because they're out of spell slots/daily resources though.