Zoro didn't exactly knew why he did it, he just followed you around. If you complained or tried to say something about it, he just mumbled something along the lines of it being on favor of not getting lost, giving his lack of orientation.

Deep down, however, he knew exactly why he was following you around, you had caught his attention.

There was also the fact that he actually liked spending time with you, so regardless of what you said, how it looked or if he had or not plans to confess the real reasoning behind his actions, he planned on continuing acting the same way he had been acting around you.