Now see, I have a theory on this.
I believe that Thargoids are able to move outside of the normal laws of physics. They can move around freely, with no visible thrusters or other form of 'standard' propulsion. So it stands to reason they can perform manoeuvres that strike us as impossible. For example, the concept of matching our own movements, might simply be that, at that moment, they're just occupying the same part of spacetime as we are, and that would mean they move WITH us. It might be a side effect of their type of movement - like anti-gravity, or perhaps a form of warp bubble, so when they're right next to us, they can 'latch' on to us by enveloping us in their little bit of personal spacetime - which could also be the reason they don't want us getting too close.
They can clearly manipulate spacetime much easier than we can, opening rifts to Witchspace with ease, and completely ignoring planetary gravity.