For them to have done what they did, they need to have a reason for it, a purpose. Be it for the sake of training or simply them flexing their powers around.
They need to at least have that sort of reason so that Zita can warn them about why they shouldn't do it or why it is not appropriate to do so with a city nearby.
However, not telling her anything and discarding the matter to move on, is the same as making her out to be a fool.
She who had hurriedly rushed out of the city in panic, or she who decided to risk her life to a place where she has no hundred percent assurance that it is their handiwork at play.
For all she knows, it might not have been Sango or Getha, but instead be the work of an Agun, a deadly entity that can as well bring about multiple destructions to the city.