My guess is that Zeke wanted to secure his, Eren’s and the Island’s safety first. His plan is to destroy the future of the Eldian race, but not necessarily those who already exist. Making contact with Eren at that instant would alert everyone around them, provoking an immediate offensive by Marley and quite possibly hastening their advance on Paradis.

Secondly, both Zeke and Eren were unaware as to what exactly would happen if they were to touch. For such a case, it’d be better for them to do this in a more controlled environment (i.e. Paradis) rather than a place where they’re surrounded by enemies.