I have noticed this as well that most likely the characters start above level 1 when they already have some battle experience in order to create some sort of immersion, but I think with stuff like that it can also do the opposite and ruin the immersion if not done correctly. For example you could have a veteran warrior start the game at lvl 10 and throughout the game get to lvl 40 or something. It becomes unrealistic that within the events of the game he/she would gain much more battle skill than they would throughout the rest of their life prior to it.
Another thing to keep in mind is that the levels are arbitrary numbers. They can simply signify the character's improvement throughout the game without taking into account their experience before and after the events of the game. Plus I think it makes it a lot neater if all your characters keep up with the same levels. That way I can tell if one of my party members is lagging behind and needs more levelling up for example.
But overall I think it's down to convenience and developer's preference. Either way can work fine. I personally like to start my leading character at lvl 1, and anyone else who starts the game in the player's party, whereas characters who join later I tend to enter the party at the same level as you'd likely to be at that point in the game (e.g. if the party is likely to be lvl 5 when they meet the next character, then he/she will join in at lvl 5, and so on).
Another thing to keep in mind is that the levels are arbitrary numbers. They can simply signify the character's improvement throughout the game without taking into account their experience before and after the events of the game. Plus I think it makes it a lot neater if all your characters keep up with the same levels. That way I can tell if one of my party members is lagging behind and needs more levelling up for example.
But overall I think it's down to convenience and developer's preference. Either way can work fine. I personally like to start my leading character at lvl 1, and anyone else who starts the game in the player's party, whereas characters who join later I tend to enter the party at the same level as you'd likely to be at that point in the game (e.g. if the party is likely to be lvl 5 when they meet the next character, then he/she will join in at lvl 5, and so on).
