LinustheBold: This confused me at first as well. The "Follow" command is a toggle. If you command them once, they'll follow you. If you command them again, they'll stay where they are. (What they say will make this clear.) Often, you have to get some distance away before they move. Put them all in follow mode and exit all the way down that little plaza, and see if they come after you. I recall that I had to move them individually in that first bit as well, but I don't know if that was my inexperience with the game or an actual problem with the software.

At various points later in the game, they will get difficult; it's fairly rare, but always annoying. You'll get used to it. For an elite squad, they're pretty lame at following the leader.

P.S. - Your team will always, always, always be a pain about getting into elevators. You have to do that yourself. Because apparently, in the future elevators are strange and exotic machines which the residents have not yet completely understood.