They just got to a shelter in time with you following close behind. For whatever reason, they seem to like you so much that they don't want you to go.

Before you two met, They got angry for having to leave the safety of a can of an iterator before eating the green neuron flies and getting kicked out. They are just a lonely, wild slugcat now.

When you got into the shelter with them they immediately laid on top of you and started purring as a way to keep warm.