Firstly, Azeem will walk behind Robin of Locksley because he doesn't know the land, Robin will be taking lead as it is his own country to which he is familiar with.
Azeem also suggests to Robin that he poses as his servant while in England so not to draw any unwanted attention to the two of them travelling together. He also owes Robin (his family and Allah) a debt for Robin saving his life so walks behind him out of respect.