Reason #1: The Dark Ages of Ballroom Dance
The less important reason is that for some people the term "following" still carries a negative connotation left over from the early 20th century.
The original ballroom emphasis of partnering was wonderfully generous, as reflected in these quotes from the 19th century:
Recollect that the desire of imparting pleasure to others is essential. The truly polite person is always mindful of the comfort of those around them. — Prof. D. L. Carpenter, Philadelphia, 1854
Unfortunately, the 1920s through 1950s saw the emergence of a particularly disagreeable phase of ballroom dance, when the term lead meant "command" and follow meant "obey".
Soon after American women won the right to vote, many dance manuals changed their tone, proposing that the man was still the "boss" on the dance floor, while the "weaker sex" had to "submit entirely" to the man. Advice for women was that, "she must not have a mind of her own," and that "you don't have much to say in the matter at all."
You can read the rather shocking full quotations here: Partnering Before and After the Vote.
But that was a long time ago — the "dark ages" of ballroom dance. Fortunately we've become much more enlightened since then, as friendliness and respect have returned to the dance floor.