She wants us to call her Zelda and treat her normally, so it's the least that we can do to just let it be, I think. Maybe she's just very devoted to her interests? I know a king back in my world who pretended to be a regular citizen complete with a cover name, so that he could travel the land and walk among his people to better understand their everyday life. [Gaius...] It's shocking to learn she's royalty, but I can understand not wanting her title to get in the way of what she herself really wants to do.
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[Another prince...]
Maybe that prince you met is like that, too?