It is heavily implied in Chapter 9 that Dark Pit only helped Pit because he sensed he was in danger. In reality he does fight whoever he wants and destroys everything that annoys him (Heck, in Chapter 5,
he betrayed Pandora. Chapter 6, he is both killing Underworld troops and attacking Pit and in Chapter 13 he actually attacks the Lunar Sanctum Core
even when fighting you. Who knows what other things he did off the screen).
Calling someone's existence unnatural does seem harsh, but you have to understand that neither Pit nor Palutena nor even Pandora/Medusa knew if Dark Pit was just another Underground troop or an actual living being.
Given how Dark Pit is a clone of Pit, and given how powerful Pit is... yeah, it would be a pretty bad thing, leaving such a powerful individual to roam as he pleases, especially since neither side knew if he actually had morals. I'm guessing that by the end of the game
Palutena leaves Dark Pit alone because she realized that she was wrong about him, at least a little.
.
I don't know why you have it out for Palutena though? I mean, sure, her individual actions may be wrong, but she didn't do anything that can be qualified as bad when compared to
Viridi and Hades... well, with exception from Chapters 18-20, but that wasn't even her fault.
If anything Palutena is the only Goddess who he "respects"... if you can call that respect.
The game is filled with optional dialogue, actually! Sometimes, in some chapters, Pit and Palutena (and sometimes even
Viridi
and
Hades
) start talking about random things, and its in those moments when you see how good friends they are. They have known each other for more than 25 years, after all! Of course Pit is going to trust more in her friend than
some random Goddess who just killed thousands of people just because he hates them.
Context is important here.
In the Original Kid Icarus, this is suggested in one of the endings, actually. But that's when Pit is an adult.
Yep, as I said, this game has a lot of random and impromptu conversations that deepen the character interactions.
Replaying the chapters really helps you.
And its not a theory,
it is said by Dark Pit in Chapter 21 :3c