They are following, and while not occupied with a client, will always move to your vicinity. On top of that, they will ALWAYS try to move to the same cell you are in, even when they are occupied with a client. The only way to make them work truly independently, is by assigning them to one of the major cities (or their keeps) once they had more than 20 clients.
I'm still hoping for a way to assign them more independent workspaces, even if it still requires some kind of "owned" building.
Now, I'm not a modder (the creation kit sadly constantly crashes on me), but the idea I had was, some craftable "Enchanted statues of Dibella" which we could put down at whatever location we like, and that our prostitutes could be assigned to "work" the exterior cell or region of a building where such a statue was located. The Bathing Beauties Luxury Suite would be an obvious place to put such a statue, but it might also allow for making the girls work independently in minor holds like Falkreath (Get a house in Falkreath from some mod, put the statue inside, assign girl to the statue so she wanders around Falkreath looking for clients to bring to the house).
Maybe this is something they wish to implement to the mod eventually, but I have a hunch it'd be a LOT of work, and because of the current functional cities, isn't high on the to do list.