I appreciate everyone's feedback, and I can tell it's definitely not handled the same by everyone. Personally, I think running it on a case by case basis is the way to go, if you do it at all, but we will see what the GM says. (Intimidation via veiled threats of political action? Maybe a penalty. Threats of physical violence by the huge monkey standing within arms reach? I'd say not.)
And to answer the question, the baboon was raised in prax but lost his troop to praxian riders and joined the Lunars as a mercenary and later moves to Lunar Tarsh post-Liberation of Pavis.