The blob got him.
Poor little guy.
Yeah, the blobs are weird. To be fair though, there is a part later on where you use the guy to scare the blob down to the ground. I always imagined him doing this by yelling “BOOGA BOOGA!”
Anyway, for those who couldn’t get the guy to walk and weren’t having browser problems, it sounds like you forgot to click on the red sign, thereby changing it to a green arrow. Then, when you click on the yellow arrow, the green arrow lights up, the little dude gets an exclamation point over his head, and he follows the arrow like a good little sheep.