Well, the Agents ought to at least have the capability to control Denizens--but they needn't have a single beloved companion. I can easily envision a purist-minded Fae picking up Denizens when needed, then tossing them aside, or absorbing them for more power. The use of Denizens is only needed to demonstrate their "proper use" to the humans working for the Fae.
The concept of an extremist Fae can also be carried over to the Fae Council--who can be viewed as the Netherworld's "meddling bureaucrats", forcibly interfering where they see fit.
So, as a more direct answer to your question, a fixed Denizen companion is not necessary. My policy on exceptions is that, so long as they're reasonably explained, I'm fine with them--hence Sunny's inclusion of Doctor Who.