I'm not sure I see the problem with following the world, in this context. Paul may present it as a dichotomy, as an all-or-nothing choice, but it doesn't have to be that. Not being bound to a religion, I can pick and choose what I want to do or not do. Each of those decisions could be described as 'following' something. We're social animals, after all; belonging to a group is built into us.
I chose not to follow an organization that is too controlling and has policies that I find unsafe and unhealthy. If that means I am following the world, then following the world doesn't seem like such a bad option.