They can and they will, but that's why you get rid of the enemies first. The adventage of telling your allies to stay put is that once you cleared the area around the cell, they won't seek out farther enemies on their own. In contrast, if they follow you, clearing one path will not suffice, because your allies will happily take detours to confront otherwise perfectly avoidable enemies on sidetracks. Ideally you clear the area around the cell or furniture BEFORE you free them. Then you just fight your way out of the jail, and your allies will be right next to you once you get back to the main level.