William truly didn't want to take Forseti on the road with him.
Not for any other reason but because Forseti's body, though oddly shaped, consisted entirely of parts that were excellent ingredients. He feared he might not be able to restrain himself and end up disassembling Forseti.
"It's better if you don't follow me!" William said this actually for the sake of Forseti's safety.
Out of sight, out of mind.
Imagine having someone who looks like a walking feast around William every day. Isn't that a test for William?
He acts on his whims, and who knows if one day he might not care whether Forseti is Baldr's son.
"By the way, what happened to your face? Is it from practicing secret techniques?" William also noticed Forseti's swollen cheeks but figured, in Heart of Asgard, no one would dare hit Forseti.