There hadn't been anything to lose running up to take the wands, in Harry's mind. What was the guy going to do? Torture them? Throw them in a basement? Kill them? Except for the last bit, they'd had all that done. And Harry was sure that if anyone had been allowed to kill him, it'd have been done already. Voldemort must want to do it himself. So he'd taken a risk that didn't feel like much of a risk anyway.
He was already starting up the stairs when Ron demanded why. If it was a trick, they wouldn't get a real answer anyway. If it wasn't a trick - then they didn't have time to waste asking questions, probably. He held his wand at ready though, turning to make sure Luna was with them - and the Goblin, since it wasn't like he'd leave the grouchy blighter here.