This has been going on for a long time. Attack animals when selected to should follow their master on hunting & taming errands. Yet they also for some reason follow their master for mining errands, when they should be resting at home.
This really seems like a bug to me, as no other errands other than mining trigger a similar behavior, and it's never useful - it only has downsides. An injured animal that's bleeding, if its master is mining it'll stay at their heel and die from blood loss instead of going back to bed so someone else can treat it with medicine. This behavior also isn't consistent with what the tooltip says.
This really seems like a bug to me, as no other errands other than mining trigger a similar behavior, and it's never useful - it only has downsides. An injured animal that's bleeding, if its master is mining it'll stay at their heel and die from blood loss instead of going back to bed so someone else can treat it with medicine. This behavior also isn't consistent with what the tooltip says.