Thralls and pets who are on follow do not know how to navigate dangerous terrain correctly. For example, if you go down the side of a cliff face (either just dropping down and taking damage, or grabbing the cliff face on the way down) they can simply leap off the side of the cliff and fall to their deaths. Another example is their inability to navigate the lava flows in and around the volcano. They will simply walk into the lava and kill themselves.
Steps on how to reproduce issue:
Place a thrall or pet on follow
Enter the volcano via the Dragonmouth cave entrance
Walk over the “bridge” that is over the lava flow near the entrance
Watch thrall or pet kill themselves by walking directly into the lava
Not only getting fall damage from trying to be at your side as you climb down, when they teleport to you the game places them at set distance/location from you regardless of whether that location is safe or dangerous or occupied with a hazardous building object (eg spikes). The game can also not correctly calculate that the thrall is porting onto a player built structure such as a second storey or player built bridge or ceiling tiles covering a drop …and as the thrall teleports into these areas they fall to the bottom of the area …usually dying from fall damage instead of manifesting on the solid object.