There's actually quite a lot of good reasons behind this! (Please bear in mind that the specifics of any group's Forgotten Realms canon are always decided by that group, so may differ from one group to the next - in this case I think we're fairly close to "official" defined canon though.)
1: Konsi's a priestess at a temple in a big city.
Generally speaking, the faith of Tymora focuses heavily around travelers, small village shrines, and the occasional statue in a casino. People settled down in a big safe city often don't have as much need for luck or fortune as people on the road, and in Forgotten Realms, it's pretty rare for there to be a "big" temple to Tymora. (There's two big temples in canon, one in Suzail, Cormyr, which is viewed as Tymora's holy city (she personally protected it during the sundering, so they view that as the "center" of her faith) - and one in Waterdeep, the biggest city in world.)
It's bordering on heterodoxy for Tymorans to congregate and establish a big temple, and most of the priests at the temple tend to be a little unusual for Tymorans, focusing mostly on holding services, and making the place comfortable to bring in big donations from the local nobility (the temple's in the rich part of the city.) - True practitioners of the faith don't really have much cause to go there - unless they need resources or some other aid (which the temple does freely pass out to the faithful who have need of them.) - This Paladin is doing just that. They're traveling north to Leilon, but don't want to make the journey solo.
2: Paladins of Tymora are very rare.
The faith of Tymora generally operates through small village shrines, with a local priestess, who gives her blessings and aid to travelers on the road. They're not normally the types to actively travel around the world "righting wrongs" - there's plenty of other faiths who do a lot of that. As such, a local priestess of Tymora is a common sight, but a traveling Paladin much less so.
However, those that do find the call, tend to spend much of their time on the road, looking for trouble. Helping people in small villages or out on the roads tends to be a very morally "black-and-white" proposition. Bandits attacked, smite them! Goblins raid the village, smite them! A town official is corrupt and extorting the villagers, Smite them! - Helping people in a big city tends to be far more ethically complex, with lots of shades of grey... and paladins don't tend to shine quite so bright in those environments.
3: Konsi wasn't actually trained by her temple.
When Konsi escaped her clan, she encountered a cleric of Lathander called "Stedd Dundragon" (he's never appeared in the comic) - he took her in and was responsible for much of her early training. He tended to travel in laps of the Dessarin valley, visiting the smaller villages. She spent much of the time with her face hidden, away from the locals, unless Stedd thought they'd be comfortable with coming face-to-face with a goblin. She didn't meet a lot of new people this way, and... Stedd would almost have certainly kept a small goblin as far away from any paladins he met as possible - just for her safety if nothing else.
When he thought she was prepared enough to look after herself, he sent her off to Waterdeep with instructions to visit the temple there, but Konsi didn't feel brave enough to approach originally. She spent a few years in the city living on the streets, keeping to the alleyways, and only making herself known when jumping in to help someone in trouble. (helping sudden injuries, mugging victims, people who needed food or water, or the sickly etc.)
If there were loud people with big weapons and heavy armour around, she almost certainly would have skedaddled pretty quick - people tend to attack first and ask questions later when there's a goblin at the scene of commotion.
4: Konsi's training hasn't put her face-to-face with many new people.
In our story here, Konsi approached the temple proper a few months ago, and while they did (hesitantly at first) take her in, they confined much of her training to the cloisters, away from the eyes of the public. Imagine! A rich noble comes to drop a few hundred gold on the temple and they come face to face with a disheveled dirty goblin... You'd lose the donation! quite possibly the client too. Konsi's very observant and quite sneaky, so she did manage to sneak a peek at a lot of the visitors and learn from them, but she never managed to see a paladin visiting. per (1) and (2), the temple doesn't have a resident paladin.
As Konsi's superiors in the temple weren't too sure what to do with her a lot of the time, they fairly quickly decided to assign her out to a group of adventurers who needed a healer. It's good "on the job" training for meeting people and using her magic.
They figured most of the diplomacy for the group would be done by more "acceptable" looking members, and Konsi would likely only manage to associate the faith of Tymora with goblins in positive situations. (This suits Konsi too, as her mission from Tymora is to build positive impressions of goblins)
However, at this point most of the group's "adventurers" have been of the "breaking-and-entering" variety... which means you almost never meet anyone at all, and you'd be very unlikely to meet anyone of the "paladin" flavour, at least not in a positive capacity. Konsi did actually meet one paladin during these adventurers, but didn't realize he was one (he mostly used a longbow)
At this point in the comic, Konsi has been adventuring for just under two months, and has gone from level 1 to level 7. The temple is panicking a bit, because she's now the second most powerful priestess of Tymora in the city, and they don't know what to do with her. Nobody's supposed to grow in "divine authority" this quickly - they're at a loose end. They actually found this paladin's request to come at the perfect time, they can ship Konsi off for a couple of months, and take that time to figure out what they're going to do.