I can kind of see that interpretation, with him walking away from her, but let's also keep in mind the Deku Tree allowed Link to stay in the forest before assigning Navi to him, calling him the "boy without a fairy."
Where was she going to go I wonder... smack her face on the Temple of Time...
Yeah I've always thought of Kokiri forest as Neverland, it just appears at the very beginning of the game instead of being a destination. And Zelda is a big believer!