But Dick wouldn't look that calm if Damian were in serious immediate danger.
I'm guessing Dick is in the cage, and he is calm because he is Batman, whereas Damian is outside but he is distressed because he has finally grown to respect Dick and is clutching the bars in a fit of desperation when he sees Dick in serious immediate danger.
...On the other hand, if Dick is inside the cage with Zsasz, he shouldn't be in serious immediate danger. Or any danger at all, really. The drama only works if the one stuck with Zsasz is someone who can't wipe the floor with Zsasz's face.