What you're describing, by itself, is just velcro-dog behavior. Many dogs will attach themselves to a specific handler. Some breeds are highly noted for it (and its desired) like Dobermans, Schnauzers, Pit bull, GSD, ect. It is not unusual for a dog to follow their owner during their daily activities and stay in the same room with them. Plus, you have to imagine how bored a dog can get, people watching is something to do. This is not indicative of insecurity. And just because a dog has "velcro" tendencies is not a bad thing to discourage. These are handler oriented dogs.
Now, if the dog was freaking out and wrecking things when you leave them, And howling or panicking if you just leave them in a different room... then the concern would be separation anxiety. And THAT would need to be worked on. But a dog who adjusts fine to separation but follows you around the house all day while you are home? Not at all.
Do not compare dogs to wild canids. Dogs are very, very removed in behavior and instinct to animals like wolves and coyotes. And while they do have a pack mentality, it is not similar to wolves. A pack of wild domestic dogs, for example, will function nothing like wolves.
And personally, I'd avoid ceasar milan. He is not a canine behaviorist, he does not have a strong background in dogs and many of his methods are detrimental to the psychological and physical well-being of the dogs or can escalate problems with aggressive dogs or make a dog aggressive. He uses methods like flooding, rolling, aggression and choking out... None of which is good advice.
Having a velcro dog in no way means the dog is insecure or lacks confidence. Nor does it mean its something that needs to be "fixed". If the dog is being annoying and getting in your way, work on obedience and just tell them to go to another room and stay. Or leave them in a different part of the house. There is nothing "wrong" with a velcro-dog.