Maybe, Danny just lied to Mac. The fear of losing Mac's respect may have been motivation enough to make Danny lie. Some people have a tendency to add more information than necessary when they are telling a lie, offering up extra tidbits to detract from the question at hand. I think it is telling that he didn't simply stop with explaining that he hung around with them, plus the checking in on the case later has fishy written all over it.
Ali
Ali