Paul only follows his parents' opinions and beliefs at this point because that's basically all that he's been exposed to (beyond Agnes, and with their previous lack of closeness together with his parents' reactions and responses to her, he's basically been prevented from taking her opinions seriously). Thanks to his youth and lack of involvement with this incident, he's the only member of the family who is allowed to go to balls and other social functions — so his parents send him, a twelve-year old, to handle the family's social scene on his own (which is bad enough by itself, let alone when your family's reputation is as bad as theirs is). As soon as he gets this actual exposure to society and other opinions, he becomes uncertain and ends up running away from home… to Agnes (in part because he wants to know her take on things, in part because his parents were clearly getting involved with something bad, and in part because he has nowhere else to run). He almost immediately shapes up and even reports his family's corruption and subsequent involvement with what turns out to be treason (the manga is different here).
Also, you know those heavy dresses, tightlaced corsets, and tiny shoes Agnes was forced to wear? Dispite his shoes fitting reasonably well, Paul's clothing isn't any better. His are worn thin from generations of use (as a result, he apparently got sick a lot before Agnes and Nazelbert take him in) while the stuffing for his codpiece is uncomfortable, falling apart, and smells of what is most likely sweat… hopefully (historically, stuffing was tailored or fit to the individual, much like a modern jockstrap, and frequently replaced to prevent these problems). The Evantale husband and wife clearly don't believe in giving their children clean, properly fitting clothing, especially where it's most important.