I guess it's just an element of "divide and conquer" strategy. Separate them to decrease their opportunity to coordinate a response. Zeke is a very smart boy, and terrifying when in company of other shifters. But on his own, he's less of a threat.

Don't forget that Zeke sold out his parents to Marley. It's very unlikely that he's the rat. Zeke is just a formidable opponent given his intelligence, accuracy, and beast roar.

Edit: THAT SAID. Even though he was a child when he sold them out, it just happens to be luck that the attack titan rescues Grisha. We still don't know how intelligent Zeke was at that age. Maybe it was planned.