In EA there are minimal consequences other than, as you say, not getting the camp interactions and (starts of) companion plots, though neither Lae'zel nor Shadowheart have a huge amount of personal questing in EA beyond some special dialogue during encounters you can have anyway (eg the Githyanki patrol for Lae'zel or on encountering various Selunite or Sharran stuff for Shadowheart). But also, in my view, there's no real point in killing Cambions for XP - as opposed to bragging rights - given that it's trivially easy to max out at level 5 without doing it, and you just end up with no character progression for longer later in the playthrough.
Who knows what the consequences might be in the full game? Like LostSoul I'm unlikely to be killing any companions at least on my first playthrough as I want to find out more about all their stories and there will almost certainly be lots of content that we simply miss if we don't join up with certain companions. And frankly even if I don't recruit them, I'm unlikely to play a character who would just kill someone on first meeting anyway, though of course we're all free to roleplay however we like!