Anthony didn't exactly seem to grasp that they were at Elijah's doorstep until the man himself actually opened the door. As it seemed that Elijah hadn't noticed him, Anthony kind of fell back into all that self-doubting  and 'shit, what if that all was just some fucked up drug trip or hallucination or something'. He stayed completely and utterly silent, watching the conversation aloofly, just waiting for someone to notice or bring attention to him, because he's far too frightened to do it himself.