Is it that bad? I like some self gloating once in a while, even if it can get annoying when left unchecked.
I think self gloating can be entertaining and enjoyable when it's subtle, Agni's is in your face "look how great I am, you're blessed to simply be in my presence" and it's honestly kind of insufferable, even more so that it begins immediately after doing her a solid and tossing her ashes into a fire bowl instead of selling them or tossing them into a chest alongside dozens of weapons and pieces of armor.
On a similar note, what the fuck is up with more than half the companions in this game being royalty or otherwise having some claim to power? Sure having a character like that following you around in an RPG does have the potential to be interesting, but I feel having more than one takes that potential away, like you're just a chaperone for a bunch of whiny nobles at that point.