Sure, Zayne is not a child, yet, having gotten himself into a situation exactly like the one Claire described, he saw the wisdom of the advice.
All the Rhafyres, and even Robin lean towards being elementalists. Elementals usually have lower resistance against psychological attacks. It is just like the gap in strength between male and females. The gap between an elemental and hunter in psyche resistance is exactly like that. Zayne's the poster child of stereotype in this case.
Now that he is locked in innerworld, it is impossible for his already weak psyche senses to distinguish between reality and illusion. In that case, he will accept everything as reality and move forward. If nothing else, he would not be accidentally killed by staying still.
' KABOOM.. '