Why doesn't Ethan walk from the bus into school with Julian after the first tea party in View from Saturday?

I think it would be safe to conclude that Ethan just is not ready to take that step.  Despite the fact that he and Julian have developed a good rapport at Sillington House, Ethan is not confident enough to carry that rapport over into the school environment, where it might expose him to the censure of his peers.  Ethan explains that on the Monday morning following their first tea, things remained pretty much as they were before between himself and Julian.  They greeted each other politely and did not speak to each other again, nor did they walk together to the classroom.  Ethan says, "that was the way I wanted it...and that was the way it remained".

Ethan tends to be antisocial.  He is very conscious of the vagaries of middle school social interaction, and seeks to protect himself from ridicule and even notice, at all cost.  It is for this reason that he maneuvers to take a double-seat on the school bus, hoping to keep the whole seat to himself.  When Julian, who is obviously going to be the object of much cruelty at the hands of his peers because of his differences, seeks Ethan out on the bus, Ethan is at first horrified.  He tries, without being blatantly mean, to make it clear to Julian that he does not want to be associated him in front of the other kids.

Despite his inclinations, Ethan is drawn to Julian and his friendly, genuine demeanor.  At Sillington House, he recognizes that his experience "gave (him) permission to do  things (he) had never done before".  Ethan finds that for the first time he is not embarrassed to share the thoughts and feelings that he had always kept hidden.  Ethan's "journey", however, will be a long one; it will take time for him to overcome all the barriers he has erected to keep himself safe (Chapter 3).