In the desert that seems to be a killer of life, there's quite a lot of animals that live here. But, most of them are nocturnal animals, avoiding the high heat and direct burn of the sunlight in the morning, and coming out only at night when the temperatures are gentler.
Before fully understanding the situation, Zhang Zian doesn't want to disturb anyone -- they had all used a lot of energy in the day, and it's rare for them to be able to rest. There's no reason to wake everyone up for something this minor when there's an even longer way to go tomorrow.
But in the desert, it's really difficult to keep your footsteps light. Every step you take, half your feet sink into the sand, and they rustle of sand as they fall off sound exceptionally loud at night.
Instead, Fina seems to be completely at ease, and its footsteps barely made any sound at all.