Cats out at night is a severe nono in my country (they aren't native to the environment and kill the native animals) but we have done similar during the day. Less observant people probably have no idea they are being shadowed by a cat. I only ever did it in very-un-built up bush and farmland, however, can't imagine achieving that with cars and traffic and other humans.

One of our cats does the same. We go for a walk with our dogs and she just trails along like 3 meters behind. We didn't train her to do this. Just decided one day that she wanted to walk with us. Sometimes it is scary since walk a bit away from home and fear that she might not fibd back when she loses us. So we don't encourage it.

This is honestly more of a cutesy-academic type consideration here. Unless i get a place in the countryside, like its almost 0% chance of being pratical :( ive come to realize)