I followed one one time. Took a cab, went to the outskirts of town, got out and then vanished. I thought, well, that was rude, lol. I don't like it either. They hardly ever wander around the graveyard anymore. Every once in a while, I will actually catch one just hanging around, but as soon as you try to talk to them, they leave.
If you see any missing "L"s, my L key is messed up. I try to catch it most of the time, but it is annoying. Would hate to get another key board because of one key, lol.