I'm going to say probably yes? Any area that supports a class starting there has to have quests and guild and such provided.
I'm guessing it is similar to how Halflings can start in the Wood Elf city, but not Halfling Clerics, because there's no Cleric guild there.
Is there Paladin guild with trainer and spell vendor and such in Underdocks? If not, it's probably intended. If there is, then it is probably an oversight.
