"If my death is to come in the hands of this young man, then that is the will of god."
–Is what the Pope said. But still, his three paladins did not follow the command for them to stay away. The main purpose of the 3 Paladins was and is to protect the Pope at all costs.
They were individuals trained from birth to uphold their beliefs and protect the important individuals in their community– if they awakened powers and abilities during that time and excelled above the rest, then they would have the chance to directly guard the Pope as his personal glorified bodyguards.
And it is that very same training that made them realize that they were no match for Darkday.
But still, they would rather die fighting him than leave the Pope without any protection. And so, even though the Pope dismissed them and ordered them to leave him and Darkday alone… they still followed.