I don't know about Japan, but as far as I know the fox tradition in China has no element of leading people anywhere. Foxes, like anything else, may practice various magical arts notably including shapeshifting. (They are much more common as the subject of stories than other things are, but not very different in kind.) They may pursue any number of idiosyncratic goals. A common theme is that they take the form of a human woman and have sex with a human man; this may either be benign behavior or something more nefarious such as a way to slowly drain the man's life force.

The sexual theme is so common that 狐狸精 "fox spirit" became a term of abuse for overly sexual women. Chinese people like to translate the term into English as "vixen".

Perhaps NPCs should mention it, on occasion.

In Ghost of Tsushima, foxes lead the player to shrines, which grant certain items. In The Legend of Zelda: Breath of the Wild, you can befriend dogs by feeding them and they'll lead you to treasure. Not foxes sure, but almost the same thing. I wonder if the developers of these games were inspired by Skyrim's "feature".