We have (well, the daughter has) a Kiko billy who doesn't realize he's a goat. He refuses to stay in the pen with his two girlfriends. He climbs the fence and stays on our front porch or in the yard. I hope he doesn't go out in the road. When we walk down in the pasture, he follows right along, stopping to nibble here and there. If we get out of sight, he starts bleating and carrying on like he was a child! He's quite a character. The does follow us because he's following us - but they're not nearly as friendly. They weren't socialized to people the way he was. I'm not even sure we'll get any babies out of him because he is so disinterested in the does!
Actually, the does follow us down to the pasture, then hang around more with the horses than with us. At least until feeding time!