You don't know what his reasons or intentions are. You are projecting that he may have some kind of harmful intent based on fear because of that "strange" behavior. It is not illegal nor is it doing anyone in your family any harm for him to merely follow you out of the store for a couple of minutes. You may go to the police if you wish, but if all you have are these brief couple of minutes following you out in the parking lot there isn't anything the police can do about that.

