One the one hand, I totally agree with you. Why are these NPC's that you run into willing to say "lead on, I'll just follow you"?
Shadowheart's case, okay, maybe, she does say "it'll be nice to have company for our final hours".
Lae'zel though? Makes no sense for her to follow anyone. Much less some vanilla, level 1 PC. She's an Alpha. A big, bad-a$$ fighter.
Personally, I don't worry about backstory when I'm playing a Good Hero.
But trying to play an "evil" character... I just can't. :P
To answer your last comment first, I too have trouble wrapping my mind around a truly unkind character. So I don't play them.
As for why does La'zel hang with me? I figured she would like to get herself healed, and make sure the "tadpole" in my head doesn't live...and she doesn't seem to care too much about how that happens. After all... following me she'd be "behind" me.. if ya know what I mean.