After saving Hannah, Zhen-Zhen moved her to a safer spot where the rescuer could see her easily. She just used short-distance teleportation.
She couldn't bring her outside since there were lots of people there and Hannah would be surprised once she woke up. It's better to make her believe that the firefighters were the ones who rescued her.
Hannah was on the verge of losing her consciousness when Zhen-Zhen saved her so she was not sure if Hannah had seen her action or even recognized her at that time.
She would just worry about it later, besides there's still a little girl whom she needed to save from this raging fire. She didn't want to make her worry too much so she went back to the comfort room where the young girl was waiting for her.
