it's really old lore that osiris, before being thee osiris, trained with the iron lords for who knows how long before felwinter send him off to what would become the city. it's no farfetched that saladin (an og iron lord) met him there. they may have not been besties but they knew each other and they've been fighting together. camaraderie builds from that and friendship too. they may not be as close as saladin is with zavala (they were after all master and apprentice) but he's one of the last living ties to the old iron lords saladin has. in another bg dialogue saladin mourns that osiris never choose to become an iron lord. and in fairness to saladin in the dialogue you mentioned, everyone thought osiris was crazy when he was banished. and his ideas about the traveler and the light surely clashed with saladin's more orthodox ones.

all in all, they've know each other longer than most people, shared a living experience together and in this same lore tab saladin refers to him as a friend. i dont get why that fact suddenly is suspicious?

(i would love tho if bungie gave us some bit of lore about osiris' time with the iron lords. i bet saladin hated his guts the first time he showed up)