Why does everyone think she's stupid?
That bag is quite literally the only thing that's tying her to him. Without it, he could leave her behind. "Just follow him anyway", he's much bigger, taller and stronger. Very likely that he has a faster walking pace and can go for longer.
She's not stupid, she's desperate for survival, most likely malnourished which can also inhibit mental processes, and also completely foreign to the land. How would she survive without him?