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Not having interacted with Vallan at all (i.e. this isn't based on his paladin in particular) I'll take a stab at answering.
1. Virtues aren't automatic. If I rank a warrior to hero then I know what I'm getting: two legacies, two weapons specs, fourth attack, etc. With a paladin, if my role-play isn't quite up to snuff or if my playing times just don't match up with my patron's then I might play for 250 hours and wind up with very little. Am I saying virtues are a prerequisite for a paladin to be "fun"? Not at all. But obviously they make you more effective, which, to some degree, can enhance the fun factor.
2. That paladin code thing. This is really only an issue for players who's good-aligned characters don't already follow the majority of the code. In my opinion, much of it should be part of every goodie character's role-play. But, for many, it isn't, so adhering to the code can be a pain in the ass.
3. Too many affects to keep track of. A maran paladin with virtues will have about 10 supps and/or powers active at any given time. Having to always check one's affects before plunging into battle can get irritating. And let's not forget the famous last words: "my sanc dropped".
4. Limited ability to lag anyone and/or maledict. (Applies less so to two-handers). Talk about frustrating.
5. This may be a rehash of #2, but paladins have a hard time justifying "trading up" when it comes to gear. Say I find some nifty sleeves. Then I find a guy with a cloak I want but who has no sleeves. As a non-paladin I might insist that he cough up the cloak in return for my sleeves, assuming they're comparable. But with a paladin, if I already have sleeves of my own, then I come off as a greedy SOB if I don't just give the spare set to him. Because, you know, he doesn't have any and I already do.
6. Joe Newbie is trapped in noexit room. Joe needs help. What's the first thing Joe does? Who elf. Who storm. If neither of those work, "who" and scan for paladins. Because, most likely, they're role-bound to help you out.
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