Citadel Paladins are Vanguards' common unit damage. There isn’t anything really special about them; they are just efficient units stats-wise that provide a decent amount of damage in an otherwise low damage deck.
Their ability doesn’t have big gameplay implications but it’s helpful to boost the damage of your Citadel Archers early game and accelerate your tempo in order to get your expensive game going.
Vanguards need damage, and Citadel Paladin is their basic tool for that.