Just realized something minor, but kinda cool. If you think back to the episode where Mikono almost leaves the academy (ep 4), there's the scene on the boat where Zen takes control of the boat she's on and brings her back to Neo-Deava.
The sequence there is Mikono seeing them fighting, claiming she feels a strange feeling, and iirc immediately after she says that Zen's like "ok, time to go!" and takes her back. My interpretation: she'd *already* connected with Amata and Cayenne (probably Zessica too,
), and so Zen was just following her around until he could confirm her powers were as expected. As soon as he had confirmation he brought her back...I think it fits, and is a nice touch.