“We were forbidden to follow funeral processions, but the prohibition was not mandatory for us.”

Women are prohibited from following funeral processions—this is a general ruling that applies to following the deceased to where the body is prepared and prayed over, and the cemetery where burial occurs.
The reason for the prohibition is that women often cannot endure such sorrowful scenes and emotionally intense situations, as they might exhibit distress and anxiety contrary to the required patience.
The default ruling of prohibition is that it signifies strict forbiddance. However, ’Umm ‘Atiyyah (may Allah be pleased with her) understood from contextual evidence that the Prophet's prohibition against women following funeral processions was not absolute or emphatic. Nonetheless, there are other Hadīths that indicate stronger restrictions on attending funerals than what this particular Hadīth suggests.