Secondly, but also more importantly, this is a perfect opportunity to dig down, even if we transform this into a true "no we don't want you to play that" issue between players, not an in-story interaction between characters. E.g., what if you have persons A-D already in the game, and person E joins and says they want to play a Paladin.
A: "Oh God. No, can you please not play a Paladin? I just think that would be a really bad idea."
B: "Yeah, I'm with A. Sorry E, I don't think a Paladin is a good fit for this group."
E: "Can I ask why? I know the class has a bad rep."
C: "Well, if I'm being honest, three of us are Chaotic and only two of us are Good."
A: "Yeah. It's not that I don't trust you, I just...y'know..."
D: "You've had one too many jerkass hypocrite moral policemen holier-than-thou extremists?"
B: "Well I mean I wouldn't put it like THAT, but...you aren't wrong..."
E: "I understand why you'd feel that way. That said, I really want to play a holy character, we've already got a Cleric and a Druid, and we could really use somebody with heavy armor at the front."
C: "That is true..."
A: "Sure, but couldn't you just play a Fighter?"
E: "I mean, you're playing a Warlock, A. Would you find a War Cleric as fun as your character, or would B settle for the Beast Barbarian instead of Moon Druid?"
B: "Okay, we see your point, but that still doesn't fix the problem here."
E: "I know. You don't want to deal with someone being a jerk, which I totally get. Hmmm.... Hey, DM?"
DM: "Yeah?"
E: "Would you let me change classes later on? Like if I started off as a Fighter and then 'became' a Paladin, would you let me swap all my levels to that?"
DM: "Hmm. Your background and stats can't change, though any ASIs you get will of course be lost, since Fighters get more of those than Paladins do. Would that work for you?"
E: "Mm. Had kinda hoped I could change my base stats too, but I can work with that."
A: "Oh, I see. Going for kind of a Cecil-type thing?"
B: "Huh? 'Cecil'?"
A: "Character from a Final Fantasy game. Starts as a Dark Knight. Changes to Paladin later, mellows out a lot."
E: "Yeah. Would that work for you guys? Someone who finds his faith or oath or whatever later on? That way he can be a friend first. You won't have to just trust me that I won't be stupid about stuff. We'll build up that connection first, then I can do Paladin stuff, with you guys as trusted friends."
B: "Sounds alright to me."
A: "Okay, I guess I can work with that. I'm not gonna lie and say I'm crazy excited, but that sounds like it really could work. And I do like Cecil as a character idea. Just...keep what D said in mind."
C: "Seems a good compromise to me as well, as long as the change to Paladin is handled properly."
D: "No complaints here."
E: "Cool. And who knows? Maybe my character won't even want to switch when the time comes!"
DM: "Alright, sounds good. Send me your character sheet when it's ready, E."