Zimmerman is driving to the store, sees an unknown person loitering in his neighborhood. Seeing that there have been burglaries lately, he watches and decides to call the police to check the guy out. The unknown person see him watching (as related in the telephone call recording) and takes off running. Running off is suspicious behavior. Zimmerman gets out to see where he went. The dispatcher advises him "we don't need you to do that" after asking if he is following, more to cover their liability that anything else.
I see nothing wrong with a guy checking out an unknown person in their neighborhood. This is a townhouse community with a clubhouse, so presumably they know each other fairly well. He wants to protect his neighbors from a possible burglar. They have an organized neighborhood watch, so presumably there is a a crime problem.
Martin had broken contact, he could have continued home. Why did he choose to make contact again? Why did he run. If he was afraid, why not continue all the way home?