Desco manages to spy Shura during one of her nightly jogs and silently floats after her - she might not have speed on her side, but the ability to maintain a minimum altitude is useful for following people.

Also, assuming Shura isn't ridiculously oblivious, the fact that Desco is following her is blatantly obvious. The Final Boss makes no sudden moves, however, and is seemingly content to just follow.

Maybe she just wants to talk?