o ok my bad it's just in all my wanderings I'd never seen him is he tied to a quest or anything or just a random easter egg.
Random easter egg. Though if you follow him, he'll lead you to his body's resting place. I forget the name of it, but it's right next to the dungeon you have to clear with vilkas (or farkus) for the companions questline. The one you're sent after a wuuthrad fragment and you meet the silver hand for the first time.