The only bad thing about catching Pokémon at those levels is that they won't have those hidden stat-things you get when you beat others (EV/IV/wat), so they will have crap stats in comparison, not to mention they might have missed some useful abilities due to new ones overwriting them.
It's just personal preference though. I like to get a full team early and getting better stats on them as soon as possible.
Zelgius also seems to dislike fighters. I don't get it. I use Vaike vs. lance-people, especially armored ones since I got a Hammer early.
On the other hand, I always have trouble with frail melee dudes, like Thieves, Myrmidions and Pegasus Knights.
I've actually not had that with Sumia so far, but I'm considering dropping Lon'qu and Gaius, even though Lon'qu just crits everything and Gaius is the only one who can open chests without keys atm.