In a manga, these two lines are told by two characters. According to another seemingly "lazy" translation, it seems to be a dialouge two people having panicked about being stalked/followed by another, but I don't understand. How can you translate these lines as accurately/literaly as you can?
I don't know if it will help you but I think it could be translated like that:
But why (is he doing) such a pointless thing... (He is still doing it) Even though I told him it was pointless to follow me so much, I can't believe it (lit. to think that such a man exists).
By the way to me it looks more like they are complaining and being tired from the stalking than panicking but its just how it looks like from these two lines.