What, really? Lydia says the same things? That's kind of stupid, don't you think? Why would Lydia ever say, "Back from some adventure, I guess" when she was with you the entire time? Well, duh! Yeah, of course I'm back from an adventure - you were there, too!! Not very good dialogue planning, is it.
As far as I can tell, all followers do that once you marry them. It was standard routine with Marcurio and Vilkas IIRC. We would be out adventuring for days, come in the front door, I would tell him that it was time to part ways, and he would say "I'll be at home if you need me"... and then walk two feet across the room, look up, and welcome me back from whatever big adventure he assumed I'd been on. At first it was a WTF thing but then I started to find it really, really funny. As someone else said... just imagine that your follower/spouse took one too many knocks to the head out on the road and it all makes sense.
