He doesn't mind that she is following him. She can do whatever she wants to do. Anybody can do whatever they want to do. Everyone has that freedom. There is no good or evil. But there will be conflict if what she is doing is hindering him. So she gets to follow him only because he doesn't mind. He won't answer her because he doesn't want to and things might escalate if she becomes more of a nuisance.
"You are so cool. Do you know that? So heroic. I want to be like you someday." She said when he wasn't talking anymore.