Sure. They could have told that story. But they didn't.
In this case, it sorta becomes a weigh of the costs of doing so. Does it really build the story? I mean the time taken to script these is time not spent making something awesome like a falling through the sky and killing the big bad as he teleports through the planes etc, etc. Which comes full circle back to the trope angle Ash was talking about. Not that I don't disagree with you, but something has to give and take priority.
I assume that Act 1 is now basically done, barring cut scene fixing up etc, otherwise I don't think they would have been confident enough with it for Early Access? To be honest, this is the first time I've backed Larian, so I have no real idea about their workflow or policies etc.
My point being is that if Act 1 has been finalized to a high standard (say 90%+) then I don't think they will go about and redoing the character introductions. After all, it's not just scripting it, there's the actual writing and presumably voice work to be recorded as well. So it might just be snowball in Baator's chance of it happening.
I do think it would be an excellent sense of world building to have the companions realise that the MC is the best (Tiefling) for the job though.