So he was punished, and Danny hung his head. He couldn't touch her. Or himself. He'd been a bad dog, bad dog, bad dog. Danny knew that it wasn't as much as accepting rules. You got a rule and you followed it. It was what you did when you were a slave in his experience. He'd never had rules like this, and sometimes it was hard for him to follow around the curves Malena threw him.
As she pulled at his chain, Danny easily got to his feet what with being both limber and flexible, his body well trained for other purposes then this... even if it worked very well for sexual slavery as well as fighting slavery...
Danny kept a very submissive stance however as he followed Malena on the end of the chain, fully expecting a bad beating or worse for being a bad dog... Hence he didn't see where she was taking him since he kept his eyes on her feet so he could follow her easily.