Hi Thanassos and welcome to the forums!

if you are interested in getting your characters to move in sync, you have to understand how they move first. basically, consider each character as a boat on a pond... each pointing in a direction. you could try to face them all in the same direction... and they probably look pretty good... BUT.. character A has a 'heading' of 42.37 degrees... while character B has a 'heading' of 42.01 degrees. pretty close, but not close enough. if you ran them straight... over a short distance their paths will start to become more and more obviously different until they are nowhere near each other. and the problem only compounds itself once you start turning and backing up.

to resolve this, blizzard would have to give us a 'face due north' macro command.. this would set all your characters on a heading of 0.00 (or whatever)... and from there, they would be in sync.

until then, /follow is your only real option for long hauls