Harry was torn between wanting to leave and wanting to stay, but despite how angry he was at the momen, he knew he couldn't very well leave. Wasn't he the one that kept saying they were in it together...even though at the moment it seemed a bit onesided.
When she turned to face the other way, taking his arm with her, he had no choice but to follow her. He may have been lying with her, but there was still a space between them. If not physically, then emotionally.
It wouldn't have mattered how tired he was before, he wasn't going to get much sleep. He knew the feeling well and mentally prepared himself for the following day. He had a feeling it wasn't going to be any better then this day had turned out to be.