This is one of the Cherokee Legends on why the sun follows the moon. I’ve never looked into it’s actual origins so I would be interested to know the history….

Father Sun and Mother Moon lived in a huge hollow rocks of Rock House. Their light did not shine from the sky, so people and animals lived in darkness.
Now Coyote was always playing tricks. He thought it would be great fun to dump fleas on Father Sun and Mother Moon. He began to gather the fleas and place them in bags. On his way to Rock House he met Rabbit. When Coyote bragged about his bag of fleas, Rabbit didn’t believe him. They began to argue. Rabbit and Coyote began to tug on one of the bag of fleas. As Rabbit yanked it from Coyote, the bag opened and the fleas spilled out on the ground. To this day, Rabbit and Coyote are always scratching at fleas.
Rabbit liked Coyote’s idea of taking the fleas to Rock House. Together, they trudged up the peak of Rock House carrying the bags of fleas. As they walked they tried to think of a plan to get the fleas inside of Rock House.
Along the path they found Gopher digging a hole. They decided to include Gopher in their trick. Gopher could dig a hole down through the soil to Rock House. When they reached the top of the peak, Gopher began to dig quietly so Father Sun and Mother Moon would not be alarmed. As soon as Gopher backed out of the hole, Coyote and Rabbit shook the bag of fleas down the hole. Then they plugged up the hole and ran away feeling very pleased with themselves.
The fleas soon covered Father Sun and Mother Moon. When Mother Moon could no longer stand the fleas, she flew out of Rock House and began to circle the Earth. Father Sun followed Mother Moon out of Rock House. They raced around the Earth trying to get rid of those fleas. That is why, to this day, the Sun follows the Moon across the sky.