It has appeared the Travelling Merchants have decided they no longer need their Llamas and have decided they could travel at the speed of light. 

Jokes aside though, Travelling Merchants seem to have occasional movement bugs in which they run INCREDIBLY fast and often this causes then to drop some leads and leave their dear Llamas behind (Not that I'm complaining...) I however do feel quite sympathetic towards the Llamas and wish their owner did not leave them behind.