Zayn never told Merlin that he was in control of Spirits. That was only obvious because he wanted to make sure that his teacher wouldn't get suspicious of him.
He didn't expect Merlin to understand everything if he were to find out about his Human Spirits. And, Zayn was in no mood to explain the details either way. Glutton and the Mocalw Bear Spirit were also hidden for the sake of safety. Only the Sparrow Spirits had been released the moment the hellish training started.
The Sparrow Spirits had spent the last four months on the rooftop of the dojo, absorbing soul particles. Being too weak and having trashy talent was advantageous for the first time because the Sparrow Spirits didn't attract any attention by absorbing a single soul particle every hour.
They were far away from Merlin, small in size, and somewhere nobody would expect any kind of being to stay for four months straight.