Yes welcome to the world of the Saluki.
I had a dog like this years ago I stopped it by calling her during the walk, giving her a bit of cheese, putting her on the lead for a few minutes then letting her off, repeating this several times, until when I wanted to go home I called her in and walked her to the van on the lead, I had to call her before she saw the van though
Also if your taking the dogs out to the same place they know when the end of the walk is coming, I found that by walking new places she did not know when the end of the walk was and therefore came in quick to the lead.
A