The misfits are a little insane for being as attached to each other as they are, having only known each other for like... a few days.
I don't think this is a plothole though, I think it's not an impossible thing to happen to a bunch of weird 18-25 year old outcasts who wake up in a strange place with no memories, find out they died young and horrifically, and then get put into scenarios like "Spend an entire day on a marathon run through nightmare pocket dimensions of your deepest fears together" and "Team up to survive against a guy who can turn into The Devil from The Bible and his shapeshifting morality pet" and "Friend got entombed alive and nearly died in a spectacular betrayal by another party, and you got your ass beat trying to rescue him". Not to even take into account Lenore's survivor's guilt and grief over not being able to protect her brother, which is definitely manifesting as a desire to protect and even sacrifice herself for these relative strangers. (I'm interested to see if further reveals of the character's backstories may draw parallels between people they knew in life and the other Misfits as well...)
But also, never underestimate the unhinged and unreasonable level of attachment a group of mentally ill young adults can form practically overnight. You have to suspend your disbelief a little and accept that these people are like, having college age codependent drama, and are also a bunch of lunatics. Because they are. It's awesome.