She might be carrying a quest item. Is this in act 2 in the ...
Gauntlet of Shar? If so, is she carrying a certain spear found there? If so, then it has a quest marker attached to it, so if you're carrying it around the quest marker follows you. That happened to me.

If you hover over the question mark in the map, it might say what quest it relates to.

"You may call it 'nonsense' if you like, but I've heard nonsense, compared with which that would be as sensible as a dictionary!"