It's deliberate - there are ways to avoid this. For one, listen for her giggles: if you were fortunate to see her and then she suddenly disappears, don't turn around quickly. If you need to look back, turn slowly - you might get lucky and spot her out of the corner of your view, she won't react to this but you'll know for sure whether she's behind you.
Another method of escaping is running past doors and closing them behind you - close them just as you pass them. If she was behind you and you do it right, you'll hear her open the door and she will no longer be "tailing" you; take note, however, that Saiko gets angrier (for a while) when you shut doors in her face so do it and make some distance from her for some time.
Other cues are running into rooms and then having the lights get turned off (tip: turn around immediately and you'll see her trying to "sprint" from the switch over to your backside).