Ludonarrative dissonances that matter are mostly related to the game as a whole, not a moment-to-moment thing. They don't have a reason not to trust each other. Escaping from prison directly with the companions means all of you have the same motivation and goal, for the same reasons. That's not ripe for drama :p The other thing is that, if you don't encounter sourcerers "in the wild" that means they are all in Fort Joy. Which IS ripe for drama. But if you DO find some, then it begs the question why couldn't they have been a companion and avoid the menagerie of companions you *choose* from at the beginning, like choosing your pokemon starter :p