I assume this is some kind of bug and not intended feature.
I was doing that forest maiden quest, woke up in a forest really close to a shore and when I started to chase the maiden, she headed straight to the lake. Ice was only two or three days old so there was no way it supported human weight. I continued to chase her from the land and saw maiden falling trough the ice several times. Finally I lost the sight of her and went to investigate closer with my raft, finding lots of holes near each other and one hole that was more far away. I can only guess she either drowned to that hole or managed to find a way to the shore when I wasn't looking.