It is important to place this scene, that occurs in Chapter Twenty-Two of the novel, in context with what has happened just before it. Let us remember that in Chapter Twenty-One, Daniel has met with Jesus and received his love and has been asked to "love until the end." It is therefore highly ironic that in the very next chapter, Daniel leaves the dancing before he sees Malthace, as he is unable to receive the love that she has for him. Note why the text tells us that he leaves:
She was looking for someone, and suddenly Daniel could not bear to see her face when she found him. He was shaken with terror. In a moment she would pass by where he stood, and those seeking eyes would find him out, standing there in his homespun garment with his soot-grimed hands and his bare feet. Would she go one, her eyes still seeking as they were now? Would she dare even to show that she knew him before these others? Or would she be ashamed?
Note how Daniel is shown to be plagued with self-doubt. He recognises that he is just a poor peasant compared to Malthace, and he begins to doubt that she could love him, fearing that she might only be "embarrassed" by him and his poverty. Thus it is that Daniel leaves the dancing before Malthace sees him, showing that he is a victim of his own inner insecurities and self-doubt, and also showing that he still has a long way to go until he can do what Jesus asked of him and love until the end.