Roland and Lillith are both reasonably intelligent. Brick is smarter than you'd expect from a big, dumb brute, though admittedly that's not saying much. And Mordecai...well, he's too drunk to care.

So it's not like they're actually stupid. And while Jack had no need to put Wilhelm on that train - the vault hunters would have hijacked it and taken the core anyway - his presence gave the appearance that Jack wanted to keep it out of their hands enough to put his number one flunky on the job. Also, think about it from Jack's perspective - either Wilhelm kills you (and who on his payroll has a better chance?) or you take the power core and he blows up Sanctuary - in either case he wins.