When you mentioned how he is at home I let out a sigh of relief. It sounds like he may just be a "people pleaser" in social settings, not wanting to rock the boat. The fact that he's reluctant to lead at day care may mean he tried at one point, found resistance, and chose to do it their way to not make waves. And some people are born "loners," something that no matter how we try to change will stay with them for life. And the world is composed of leaders and followers, we're all one or the other.
When one of my grandsons began kindergarten his teacher called his parents in for a conference about a week and a half into the year, told them that he was immature, would not benefit, could not learn, was not ready for kindergarten, although he could stay in the class for the year but would need to repeat it the following year! A week and a half into the year...
They made the decision to remove him from the school, and his mom and I proceeded to homeschool him that year. He's a bright kid and had no problems, he had simply been shy with his teacher and not wanted to answer her questions when she'd tried to quiz him. He returned to public school for first grade and has never had any problems.
My point is, teachers and school personnel often try to label a child with certain attributes that have a logical explanation.
I can see why you'd be concerned that his behavior could open him up to being bullied and manipulated in the future. Fortunately, but unfortunate that it's needed, in this day and age their are so many books and DVD's on bullying that I would take advantage of to glean tips on building your child's self esteem. Check your local library and ask a librarian for resources. To help build up his self esteem you might consider, now or in the future, enrolling him in a class like Tae Kwon Do:
Since he's more free to express himself at play at home why not suggest an occasional play date with a friend from his day care? I think this could help him, being in comfortable surroundings, to express the other more domineering side of himself.
Hope this helps some : )