It’s just going to happen. Is it creepy? Yes, yes it is. As others have said, if you are RPing in /say, unfortunately you are fair game. Yes, you might try to find a secluded spot - but there is no place in Azeroth were you can guarantee that you can be alone 100% of the time. Sometimes you are just going to wind up with an audience whether you want one or not.
Now as to the “in stealth” part of that… Yes, that would make me highly uncomfortable - even given everything that I said before. I get really uncomfortable with rping in groups anyway. The first time I noticed an unexpected audience I was a little freaked out. I’ve come to accept it as an “occupational hazard,” so to speak. There are people on the server who don’t RP at all, but they like to watch the RP that goes on around them. I’ve learned most of them mean no harm, they are just interested. Some are more subtle than others. I’ve learned not to mind them. Once up a time, I would sometimes get questions about my character and her story and what was going on. I was always flattered by that. Them being in stealth could have been a case of someone trying to be less intrusive than just standing there looking. I don’t know.
Of course there are people who will follow you hoping to catch a little ERP action for various and sundry reasons.
TLDR: Sorry - right or wrong - that’s going to happen. Usually no one means any harm.