As he was running from Negan, the first time we saw him on the episode S06E06, Always Accountable, his situation became worse than it was as he loses his sister-in-law Tina. He clearly needed the help of Daryl, and that make him realize he will not be able to handle survival alone whith his wife.
Then, he and his wife agreed to return to Negan and accept the consequences of the escaping attempt: having his face burn with an iron, and returning his wife to Negan.
From the episode S07E03, The Cell,
Once Dwight is back at the compound, he finds Sherry in a stairwell and they smoke cigarettes together. “Is he good to you?” Dwight asks. “Yeah,” she says. “We did the right thing,” he tells her, “it’s a hell of a lot better than being dead.”
He thought they couldn't survice alone, on the run. Whereas Negan can provide some kind of security and confort from people who follow him and stay in line.