Let me guess : Mokou helped Tenshi to find the Eientei, so Eirin is worried that Tenshi is now walking back to the Hakurei Shrine by herself?

How could she get lost, since she can fly?

Just like the forest of magic its prob best not to fly there. things that could attack you would see you easier or might not be able to fly in that area or stuff like that.

would make a much less interesting story too if she just flew back.