Really the way that Kono Suba is set up, its basically this really bad DnD campaign that someone thought was a good idea to catalogue as a novel/light novel. IF that is true, then Aqua and Kazuma were the first two players to start the game. then on, two other friends join in the form of Darkness and Megumin, and the rest is history.
Its also very likely, Darkness has money saved up. (enough to lodge, but not enough to pay off the debts they rack up later into the series) and Megumin has the same situation. But I still think the writer only makes the characters relevant as they come up, and decided not to worry about the details before they became relevant.
Edit: Given the amount of evidence that presented in the Manga and Anime, it is likely that when they appeared in Axel Town, they recently arrived. Given how famished Megumin is, she probably only arrived after her journey, and thus could not establish somewhere to lodge, and needed to find a quick source of income.