I am on my ninth follower, Xionne, and have done her first side quest already. She and all others before her are at level 15 at least, except Auri, who is the sixth follower, because none of her side quests have shown up yet, so she is stuck at level 5
This isn’t a bug. I don’t want to provide spoilers but continue to play through the chapters and do all side quests when available and I promise you that Auri’s side quest will soon unlock. Her side quest requires a lot of things to be completed to show up.