I quite like OWB's explanation for this:
The gods know I have had my fair share of platform confusion at Leeds railway station, and that might explain why she was staring over: not at you, as such, but at the platform, as they tried to figure out which one they ought to be standing on.
My second theory, apologies for its 'spotterish nature. If heading to the Yorkshire Riviera by train from Leeds, aren't there two basic options: to Hull and thence up the coast, or to Scarborough and thence down? Is it possible that your mystery couple took the other route, if you're sure they didn't do a last-minute platform switch?
But the explanation that appeals to me the most is that they, too, have noticed that your paths keep crossing. Her husband might have nudged her and said, in an urgent whisper, "Psst! Ethel! There's that bloke again, look! What does he keep following us round for?" No wonder she was peering over at you
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