I think what bothers me most about Gremio/Nanami/Lyon is that I feel myself outgrowing them throughout the story. I've moved on from my hometown, I'm meeting new people, exploring new friendships, my whole world is changing and I'm adapting to it, and you know what? We don't have to be joined at the hip all the frigging time.
OK, storyline wise, their loyalty is touching, and they're essential, because they represent a part of your home life the way it was before you got swept up into this war, they're kind of there to keep you grounded and remind you where it all started, but gameplay wise, it gets on my tits. There's also the fact that the main character does not speak, so the most loyal character is the one who hogs all the dialogue, and is telling everyone what you're (apparently) thinking and feeling all the time.
Suikoden 4 was a bit more liberal with this. You fall out with Snowe during the early stages of the game, and reconciling with him is totally optional. Chiepoo is there for a lot of cut scenes but is not necessarily a forced party member (once you start recruiting, you only really need him to recruit the other two kobolds) and Lino is essential for a few missions, but by the time you meet him, you're way past the "we've been driven out of our homeland" part of the game, and he's my favorite character anyway, so he can force his way into my group any time he wants. Plus Suikoden 4 is incredibly short, and the hero ends up on his own anyway.