Wyrmhaven: Alboin doesn't follower the player character out of his house
When you visit Wyrmhaven and ask about latest rumors and stuff; you'll know eventually that Alboin is selling a tower and to buy it you need to go to his house, you can use my save:
When you talk to him about the tower you will be able to ask him to take a tour there, he will start following you but after you get out of his house; he's isn't teleported with you outside no matter how much you try.
When you get to the tower where he directed you and activate the door; there will be a forced dialogue window where he will say he will wait outside, so it seems he's supposed to follow you even outside.
The tower is here:
I haven't tested this in morrowind.exe to know if this also happens there, and you can finish the quest btw by returning to his house where you left him.