The Mechanics of Whirlwind Kick's Movement Technique
Effect: You fly your speed. The first square of this movement doesn’t provoke opportunity attacks.
Powers in 4e do what they say, nothing more nothing less. Thus you are free from provoking only for the first square of movement.
How to use whirlwind kick and avoid provoking
As you say, against one enemy you can use that first square to move diagonally up and back to leave their range and then fly where you want to go from there.If you have more enemies near you such as 2 flanking, the 1 square still help to limit it to only one opp attack vs multiple. Similarly, if you have 3 enemies adjacent and they are spaced out evenly there should still be 1 square that only exposes you to one opp attack.
Fluff has no bearing on mechanics
Fluff vs. crunch. Crunch are the rules, the parts of the power card that refer to the rules and the mechanics of the game. Fluff is any part of the powercard that is not crunch: the name of the power and the description of the power.
The descriptions of powers & items in 4e are simply that; no more, no less. The descriptions/flavor text/fluff printed on power cards has zero bearing on rules. Its there to make the power sound more fun, spice up the game, and/or help you visualize what the power is doing better.
Following Step appears, to me, to pretty clearly indicate that it modifies Step Up. It's not an either/or proposition - to use Following Step, you must be using Step Up. So, reading them together, Following Step allows you to take a ten foot "5-foot step" which doesn't provoke AoOs and also doesn't subtract from your next turn's options (it still costs your immediate action). While you could theoretically use Step Up without the benefits of Following Step, since feats are optional unless otherwise stated, there's no reason to: Following Step kicks in as part of using Step Up, which means it applies to the 5-foot step granted by that feat.
The following rules citations were stolen from Hey I Can Chan's answer, bold emphasis mine:
The feat Step Up has as its benefit:
Whenever an adjacent foe attempts to take a 5-foot step away from you, you may also make a 5-foot step as an immediate action so long as you end up adjacent to the foe that triggered this ability. If you take this step, you cannot take a 5-foot step during your next turn. If you take an action to move during your next turn, subtract 5 feet from your total movement.
The feat Following Step has as its benefit:
When using the Step Up feat to follow an adjacent foe, you may move up to 10 feet. You may still take a 5-foot step during your next turn, and any movement you make using this feat does not subtract any distance from your movement during your next turn.
Closing note: I know, a 10-foot "5-foot step" doesn't exactly make sense. A 5-foot step is a defined game term, though, which means it works well as a shortcut - it's a quick way to say you can move 5 ft without provoking AoOs. Weirdness like that happens when one rule modifies another - such as allowing a 5-foot step to reach 10 ft.
Best Answer
No, it doesn't
The rules for opportunity attacks state the following (emphasis mine):
Gathered Swarm clearly states that the swarm moves you. Furthermore, this movement does not use your action (as it is a rider effect on an attack), and it doesn't use your own movement. Therefore, you do not provoke an opportunity attack.