I never felt like Wyll came into the party late. He feels like a reasonably early edition to me, if anything Karlach comes in really late, though I see your point. I feel the same about Halsin and to a lesser degree Minsc, but I have thoroughly fallen in love with Karlach, and I speak as someone without nostalgia for the original games. She's just super fun and pretty quickly cemented myself as part of the party in my regular rotation.