My guess is that Daphne just had nothing left to lose, after all, Blaise killed Mulciber Junior during our attack on the Sheffield safehouse. Without her husband and especially her sister, there was probably no reason for her to stay with the Death Eaters any longer. She, too, did not have the opportunity to choose her side at the beginning of this war, so she did not serve the Dark Lord out of conviction either. It seems that the prospect of seeing her sister alive was the main reason Daphne allowed herself to be captured without putting up a fight.