Is Dragonborn doing this? I am married to Mjoll and she did the same thing, but I thought mine was being caused by her being kidnapped. I have Hearthfire installed and she was taken to the mine right outside of Riverwood (forget the name). When I rescued her, she got pinned behind the door awkwardly and wouldn't follow, so I took off hoping she would just be at home. When I finally returned to my house, she was there, and she was behaving like you are describing. Luckily, I had another rescue opportunity with her from a Dawnguard quest (I guess Mjoll is prone to being kidnapped, tack that onto the annoying Aerin fellow... these guys need to stay away from my wife

) and I "think" she is better now. I haven't been able to confirm it yet, but she ran out of the place where she was kidnapped last fine.
Can anyone else comment on this?