KB: it wasn't the coin's fault in getting lost, thus God would drop everything to find it. Sheep didn't know any better when they were getting lost.. thus God, our Shepherd, came to save us from the wolves.
But in this parable, God, our Father, doesn't follow after us because he wants us to be "highly effective people" (Steven Covey).
If the father was to follow the son, it would have been rebuking his son's decision & it would have been like saying "You aren't smart/wise enough to make decisions for yourself". This would have hindered the son's pride and self-esteem. (Better to learn the lesson to fully get it out of the system.)
This is also a thankful reason for God not representing himself too much in today's world!