The only place people shouldn't react is Sorcerous Sundries because those are educated magic users. Everywhere else, regular people should react to you having a monster following you around. You have the option to unlink them and leave them elsewhere, or dismiss them.
Of course, some have built in invisibility, like the Imp and Quasit which is nice, and of course US who will disguise itself as a Cat (or make everyone think it's a cat...) when you are in a city.
But I am not in agreement that you should be able to wander into town with an army of zombies or whatever gross monsters.
Also, they are really useful for causing distractions. People use them to scare people away so they can loot everything not nailed down.
