(I was writing this, but my computer ended up dying but saved my progress here; Fiesta already kinda said what I said now anyways)
It's not really THAT suspicious.
Third-Parties tend to be strange or random roles, and because we don't know any roles currently in play besides our owns, it could stand to be worried should we kill a third-party. Not all third-parties are bad, in fact, many times they can be helpful to the town (though it can also be said in assisting the Mafia). It is not that wrong to be skeptical of lynching due to the possibility of killing a 3rd-party; often times they still act as a buffer to the town acting as an extra target. All roles are currently unknown which increases that usefulness.
I do agree that it isn't that bad to kill a 3rd-Party, as they do have their own win conditions compared to what it takes for the town or the Mafia to win, but it is not really something to be worked up about at this time, at least that's what I think.