While Zane could have traversed the distance between Reno and Las Vegas fairly quickly if he chose to sprint at full speed. At least much quicker than he would have if he was travelling by car. Or even by plane, for that matter.
The reality was that Zane chose not to do this. His first and foremost reason for taking a slow journey was to set up his camp and explore what it was capable of to the best of his abilities before actually arriving at his destination.
While his secondary purpose was because the Horde Kings expected him to do just this. After all, why wouldn't he travel as quickly as he could to get to his eventual destination? It was only logical.
And it was because of this expectation that he took as long as he could. After all, the longer his journey lasted, the more likely they would have believed that he was further east than he actually was. It was a simple misdirection to throw off his pursuers.
