Cortana knows exactly where Locus is, the sounds he's making almost as good as an IFF. Unfortunately, that information only manages to be unsettling, because if Sombra's not willing to kill him, their options if he catches up to them don't fill her with the kind of smug glee she associates with winning. She plots an optimal course for them, a path through the nightmare realm that takes advantage of Sombra's speed and agility and penalizes Locus's size and weight.

He doesn't want to kill you. He wants to assimilate you. And probably Cortana as well, if she were to give an external sign she's there.