The target for the Do Mapped Key should be CURRENT WINDOW. Since you're sending it to All w/o Current, each of your OTHER characters are requesting that everyone follow them.

To explain it differently, if you're playing character 1, what your key is doing is telling 2,3,4 to do the mapped key called FTL Follow Me. So character 2 tells 1,3,4 to follow him, character 3 tells 1,2,4 to follow him, and character 4 tells 1,2,3 to follow him. It may be completely random as far as who ends up following who

In short, whenever you're using a Do Mapped Key action to do one of the "FTL ___ Me" keys, you probably want to set Target to Current Window, because this identifies who "Me" is. If you want everyone to follow character 2, you can specifically pick window 2, etc.