All the romance companions we've encountered so far in this game are suffering from some sort of magic/otherwordly/undead/demonic curse/mark/artifact/whatever. I don't think their world beliefs matter as much as what they've been pushed towards by the circumstances of their past, except in Astarion's case probably forgot how to be 'normal', and in Lae'Zel's case Githyanki are far from the friendliest race. Its perfectly plausible that we're allowed to influence them by helping them with their problems and hence nudge them towards a different path.
I don't see Lae'Zel suddenly becoming romantic and blowing you kisses, but Shadowheart's date is probably the sweetest out of entire EA content we've got so far, and she approves of all your good choices similar to Gale, with the only difference is that she wants to get rid of the tadpole asap. If thats not good at heart then I don't know what is. Who cares what god she worships right now.
