Are they playing an interesting, well-realized character? If so, then I do not worry about it one bit. If not, then I call them on their inconsistencies and try and parse what is blowing off steam in the pseudo-wargame environment that is D&D combat and what is going to get in the way of verisimilitude of the story and the setting. The latter I deal with outside the rules.
This is, however, the same exact thing I do for every character. It strikes me as mind-boggling that Paladin (that oh so overpowered class) has this extra "so difficult to play that it will induce long-winded moral debates in a fantasy adventure game that everyone, including moral philosophers, hate" limitation laid upon it. It's further strange that the Clerics, the actual priests of such and such deity, do not have any such restriction.
That being said, we've never had an issue with a paladin-type character at my tables in like a decade or more. And, we sometimes play with wonky moralities, which cause us to pause and ask some questions about the prevailing social mores (e.g., Ancient Greece, Icelandic Sagas, high magic version of the Crusades).
