Yeah, you only get the companion reaction if he does have you pinned to the ground. I've always chosen one of the dialogue options that trigger that to happen to get the companion dialogue. I like Gales reaction so I always quickly grab him first, send Shadowheart to camp (or move her far away), and get his reaction. I'm not interested in recruiting any other companions first to experience their reactions myself, though. I like to get Astarion recruited ASAP.

Some runs I only recruit Astarion out of all the main companions, though. Sometimes I get so overwhelmed with having so many companions to talk to. Plus I much enjoy the morning after act 1 Durge night when you only have Astarion in camp/alive.