In fairness, a paladin wouldn't know the nature of all their companions that soon. Shadowheart comes off as perfectly reasonable. Lae'zel is violent, but potentially manageable. Astarion's kind of an asshole but one who keeps in line, Wyll is a rambunctious hero, Gale is a pompous academic. All stuff a lawful good paladin would find acceptable if not ideal in an extreme situation such as this.

Also I resent the idea of Lawful good being entirely inflexible and a maker of 'problems'. They aren't automatons incapable applying their own thoughts and interpretations to situations, and making judgement calls to bend the rules but not break them. Also what lawful means can alternate from person to person. For instance with Wyll, yes he made a deal with a devil, but he regrets it and wants out. A lawful good paladin could easily look at him and think 'I should help this man get free of his pact and find true redemption.'