Honestly, Anthony would have liked it if he stayed, but he knew the meaning of Qaurantine, and just because Pomfrey had let the key up for a few minutes, doesn't mean she was going to allow prolonged visitation. She would have to come around and act like an angered adult who had had her keys stolen by a student eventually.
"You sh-should probably g-go. P-Pomfrey will start l-looking soon." That didn't mean he unwrapped himself from Neville, though he did sniffle a few times.