Yes, he suggests splitting up, but you get the choice to follow him if you want: he then says he's glad you chose to walk with him.
Hmm. I remember him thanking me for
Spoiler choosing to go with him through the starter area as he doesn't think he'd have made it out on his own
. I don't remember him saying anything about continuing to walk with him, though (but it's always possible I missed it, I guess).