Now this, I have seen. It's just the same behavior as the player who always makes PCs that don't trust anyone and cause disruption because of it, PCs that have no reason to cooperate with the group, etc.
Some players want the experience of playing a character who is adversarial to the rest of the group, but has to be part of the group anyway, and often this is in order to let the character have a character arc that brings them into the group fully in the end, but other times no real thinking ahead has occured and it's just that this is the type of character they like in fiction. Their favorite X-Men character is whichever one was always on the verge of leaving the team when they were reading X-Men comics.
What unfortunately often happens because of these players, is that DMs knee-jerk against any character that subverts any trope or premise, because they assume that they will just be that player/character. Which is sad, because often the most interesting character a player could play is the one Eastern Orthodox Knight in Divine Musketeers game, or the Varangian Guard assigned by the Emperor to accompany and aid the Templars, or the Moorish Alchemist entangled in the plot against her will who must help the Divine Musketeers or else perish. These sorts of characters require mature players, but so does a game wherein faith is genuinely important and will be explored as a major campaign theme.