He follows dutifully, taking his time initially to continue to take in the scenery as they walk, though he trusts her not to let him get lost from her. He'd probably be able to find his way back down without her, but not back to Milliways, and not back to his own world.

The higher they get, however, the less he pays attention and the increase in tension in him might be noticeable. When they're above the clouds, it's likely palatable.