Exactly what the fuck do you plan on doing Clary? This is such a moronic move on her part. She has shown that she does not know how to fight, and currently has zero weapons on her. Yet, she is following these armed people into a private closet (so they might theoretically kill her without witnesses). The right decision was to wait until Simon came back with security.
ETA: Also, you probably noticed I haven’t talked a lot about Clary yet. Yes, she’s a bit dismissive of Simon, but I haven’t seen really outright sshole-y behavior from her yet. Yes, She’s bland as toast, and literally everyone is more interesting right now. But, she hasn’t gotten on my nerves yet. I’m sure that was surely change as I get further on in the book.