I was in Nchuand-Zel in Markarth, and noticed a ledge with a Dwarven chest I could just reach with Whirlwind Sprint. I did so, and it turned out to be the other end of gooing through Nchuand-Zel Quarters. I decided to go in, and Iona came in the other side. She started working her way toward me, while I worked my way toward her. But I wasn't fast enough, and the Falhmer killed her since I was too far away for them to retarget me instead. I reloaded, because I don't want to lose Iona. :(
The point is, if you leave your follower alone with enemies, the enemies won't know where you are to retarget and will instead keep attacking your follower until they die. Be careful leaving your follower alone with enemies, don't go too far at least.