"The outgroup was set to include the taxa Seymouria, Limnoscelis, and Orobates."
I just checked if that's responsible for your finding of synapsid paraphyly. It's not. Without designating an outgroup, so that PAUP* 4.0a166 uses the first OTU in the list (Seymouria), I get exactly the same results as you.
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