Sheen's poor father must be going insane looking for his missing son. Also, why haven't his friends come looking for him?
Zeenu might have different hours compared to earth? For all we know, he could've only been gone for an hour or minute and nobody's realized he went missing.
For increased horror, how would they know where he landed?
Well best-case scenario, Jimmy anticipated for this and installed a tracking device in his rocket. Surely he must have had a way to look for Sheen in case he ignored all of his warnings that were specifically directed towards him.