agreed, they run from anything hostile, including corspes of hostile creatures... its kind of annoying too how creatures like ravens and bats fly nearby, turn hostile and then dart up into the sky, sending the ox on a stampede.
but your holding the lead, so spamming the radial follow command tends to keep them from running too far. It makes doing anything else pretty difficult, but thats why its best to have a spare set of hands to guide the ox.
I see an elite faction forming already... The Ox Drivers