The most important thing to remember is, this is a silly joke comic. For the funsies and the japery.
However, in the specific: 5e Paladins can get their power source from anything (including "their own self-belief" - "a paladin’s power comes as much from a commitment to justice itself as it does from a god".) so a Paladin devoted to a Djinn would be completely fine.
Djinn are not Gods. So Aladdin's pact with one would make him a Warlock not a Paladin.
The most important thing to remember is, this is a silly joke comic. For the funsies and the japery.
However, in the specific: 5e Paladins can get their power source from anything (including "their own self-belief" - "a paladin’s power comes as much from a commitment to justice itself as it does from a god".) so a Paladin devoted to a Djinn would be completely fine.
That's just a Warlock with sparkles!