Frogs sometimes seem unafraid, but really they have an instinct to not move in some fear situations. Remember: You are an enormous "something else" to a frog, and it fears you may be a predator. In that case, it may not be willing to move at your behest, as hopping would trigger the predatory instinct in a lot of animals. Once picked up, it may instinctually not want to seem alive, to seem less attractive as prey (as a possibly dead animal).
It is a possible other explanation.