Quick answer: Dogs that follow their owners everywhere are expressing attachment and pack instinct — it's normal bonding behavior that only becomes a concern when accompanied by anxiety when alone.
Dogs evolved to stay near their group. Following you is an expression of that social drive — you're the central figure in their world. Velcro dog breeds (Vizslas, Border Collies, toy breeds) are especially prone to constant following as a breed characteristic.
If following consistently leads to good things — attention, play, treats, being let outside — your dog has learned it pays off. This is normal but can be managed by giving attention when your dog is settled in their own spot, not only when they're underfoot.
Following becomes a concern if accompanied by distress when you leave — whining, panting, destructive behavior, or inability to settle when alone. True separation anxiety needs a structured desensitization program and sometimes veterinary support. Punishment doesn't help and makes it worse.
Following is usually healthy attachment. The threshold for concern is distress when alone — that's what needs behavioral intervention, not the following itself.