Baghdash is a commander who switched sides to join Yang's Alliance forces after witnessing his own unit get wiped out during the battle at Doria. Originally he'd been sent there as part of the National Salvation Military Council—the military junta that had staged a coup back on Heinessen—but watching his comrades go down made him reassess his priorities pretty quick. He abandoned his post (which the NSMC probably saw as desertion) and asked to serve under Yang instead.
His defection didn't exactly get a warm welcome. Julian especially didn't trust him, and plenty of others shared that wariness. You can't really blame them—the guy showed up asking for asylum after being on the wrong side of a coup attempt.
That said, Baghdash's whole philosophy basically comes down to: survival first, everything else second. Ideals and principles are nice, but they don't keep you alive. He's not going to pretend otherwise, and he's honest enough about his pragmatism that people eventually came around to working with him, even if they never fully warmed up to him.
Content compiled by AnimeList.moe from publicly available sources.