John Wesley on Exodus 13:22

He took not away the pillar of the cloud, - No not when they seemed to have less occasion for it: it never left them 'till it brought them to the borders of Canaan. It was a cloud which the wind could not scatter. There was something spiritual in this pillar of cloud and fire. The children of Israel were baptized unto Moses in this cloud, 1Cor 10:2. By coming under this cloud they signified their putting themselves under the conduct and command of Moses. Protection draws allegiance; this cloud was the badge of God's protection, and so became the bond of their allegiance. Thus they were initiated, and admitted under that government, now when they were entering upon the wilderness. And it signifies the special conduct and protection which the church of Christ is under in this world.