>>534978673
To be fair anon that's almost exactly how I did my very first playthrough of Paradox in the first place, right down to "the Girls I loved and got attached to the most were the ones who had joined me right away". I just hadn't considered the idea of expanding that into a full new run in-of itself and adding on the caveat of "anyone who doesn't join first try can't come either".
Although I think I would view it more as "My true companions and love interest are the Girls who trusted me the most to join me on my quest" rather than "and also everyone who didn't join is dead because we killed them". Maybe I'm soft, but I'd feel pretty bad. The reason I never managed to finish my own attempt at a Nuzlocke run is because I felt bad, honestly.

Certain moments do feel really special when the Monster Girl decides to join you immediately too.
Every time I've ever started an adventure, Reina ALWAYS joins my Party right at the start at the entrance of the Tower, and then she flies off to give all the other Harpies the medicine before coming back around to help out in the fights. I think that combined with Lucretia's assistant being the only Harpy from the original village (in parts 1 and 2) who actually has the same sprite and portrait as the OG Harpy led to me either thinking she was Reina or at least related to her at first. Either way, it's definitely played a part in how she endeared herself so well into my heart. There's a few other similar cases that I still remember, though not as much as her. I think in general the Girls on my original team I still have that I always seem to come back to were where this was the case. So maybe I should do that too then!