While they don't sting, a 45cm long dragonfly would have some pretty gnarly mandibles, and could bite if it decided you were a threat. Probably wouldn't be much fun.

But they didn't. Maybe they would if you tried to slap them away, or otherwise make movements which they percieved as threatening.

As it were they were just curiously following me because of my speed, maybe even had fun doing so?

That didn't happen if you'd just walk, or jog along that place. Then they ignored you.