That is a tough cost, depending on your game, and that's on purpose (more or less). If you're delving to the lower depths to defeat the dark elves, then yeah, you probably aren't going to be able to keep the glory hound defender happy. Then again, if you're good enough at ordering her, maybe she'll just wait until you're out and safe.
On the other hand, if you're the Hand of the King, dealing with ratmen rising from the sewers, plenty of people are going to see you, but money might be harder to come by. That glory hound is easy to bring along, while the greedy wizard is harder to keep.