He could very easily directly pursue her, but it would give him away easily. It would be the fastest way of catching her though, and he's not considered the fastest man of all Italia for nothing....

Part of the way, he followed, though he diverted to a nearby building with a slightly higher vantage point. Half the task of tracking an enemy was to keep them in your line of sight without being detected. With the skill Ezio could see this stranger possessed, it might be a more difficult task than usual.