They do what now??? i have not noticed this.. probably because i ignore them or try shoot stuff at them..
What do they lead you to?
To what ever is nearby that is of interest. It could be an Ore deposit, or a cave entrance or a campsite.
That's a Myth, a Myth I say.
I used to think that until I followed a few of them. They always take me to something eventually. The other night, I had difficulties finding the entrance to a dungeon. It was the issue of finding the right way up the mountain that we are all familiar with. Well, on the way to my first failed attempt, a fox ran by me, but I ignored it. So, while I was backtracking, the fox was sitting there waiting for me. I followed him this time and he took me on the correct path to the place I was trying to find.
Granted, that something they take me to may not be of any use, and their pathing is not always spot on, just like any NPC in this game, but it almost always worth it to follow a fox.