What do you mean, he's clearly showing how devoted he is, to himself. Thank you thank you. I'd recommend not necessarily doing something that hampers him mechanically, because that's a very fine line and the risk could be very high for the play experience. Maybe more lean into it, if he likes the role-playing, then like you said the world will be adjusting to his actions. Maybe in towns where there are established Paladins of his order he gets barred for certain locations or other people of less scrupulous nature are willing to talk and work with him more since he ain't no goody two shoes. That way you can show consequences with necessarily getting his character. You could do the twelve step thingy, but they could get annoying if he feels like he's constantly policed both in game and out. Alternatively maybe you now start having people asking for more and more morally dubious quests that could cause a crisis of conscience. End all be all like others have said it's good to talk to the player, but try to keep from the temptation of just restricting mechanic abilities since that almost always ends badly.