Danios scared of dwarf gouramis??

Zebra danios are usually mid to top level dwellers so that's normal behavior for them. The gouramis are much more mid-level (although they do come up to the surface). Think of it this way: If you had free run of a tank and then two much bigger, more aggresive fish entered your space I reckon you'd get out of their way too! Gourami's can be little bullies so keep your eye on them, particularly while they are establishing their own territories in the tank.

No bullying = shouldn't worry.

However, be aware that sometimes bullying is going on once the lights are out so you may not see it. To be honest though, your danios should be able to outrun the gourami with ease!