Normally Danny would have objected. Given half a chance he was more than likely to keep pushing himself until he was running on fumes, and then past that. But he was still scared enough of getting captured by the Fae that he didn't want to make any noise. So when Luz turns them both invisible he gives in to the inevitable and starts following her lead.

Honestly this was probably the best way to handle Danny when he got like this. Just don't even give him a chance to start.