Do you primarily walk around with one character?

Apologies if this has been asked recently, I looked briefly and couldn't find anything.

I'm not sure if it's just me, but I refuse to walk around the game with anybody but Lune. I find the way she just floats around the map in sprint very satisfying and I enjoy the silence of her sprint compared to the loud footsteps of everybody else. Did anybody else pick one person to run around with at all times or do you just go based on vibes? Or do you just not care and go with whoever happens to be on screen at the time?