I have the exact opposite problem - I announced I was running a fantasy game, and Player K said he wanted to play a paladin, because he's never done anything like that (he always plays a shifty type - Rogue, Druid - Always Morally Neutral or Chaotic).
Then I said I was running it with Grim Tales (think d20 Modern if ya don't know) and he decided that, at 1st Level, Charismatic was a good choice. (I pointed out that Dedicated migth be a better choice for a Paladin type - it also has access to smite, and has 3/4 BAB instead of 1/2 BAB for Charismatic. But he's stubbon and it's his choice.)
Anyway, then I explained what alliegances were, and asked what God or Holy Order his Paladin wanted to serve. He decided he'd rather not take any. I presented the concept of a Knight - very similar to a D&D paladin, but with alliegance to a lord or king instead of a god or church.
He again refused, he explained (for both options) that his character was (as always for him) very counter-society, shunned and outcast, and is too greedy and loner-esque to serve or honor anyone but himself.
He won't even take an alliegance to Good or Law. He said he'll "probably never bother to take smite, because he'd have to have an alliegance for it to work." (Smite only works against somone with an alliegance opposite one of yours).
Now, this leads me to a hyopthetical conculsion, and a conclusion:
1) (Hyopthetical) K wouldn't have played a Paladin in the roleplaying sense, just in the rules context, and would skirt his LG toward N\CN constantly in D&D.
2) K refuses to play anything reall different than a Rogue. His Druids always focus on stealth & stealth spells, so that's a wash.
His character concept changed from "Front\Mid-Line Paladin Devoted to Good and Justice" to "Back Line\Non-Fighter with no capacity outside Herbalism. Why does he refuse to stretch himself, why can he only (or will he only) play a greedy, self-interested sneak??