Zuko's soul marks have been regularly burned away since before he knew what they meant. He knows that he cannot be loyal to his father and his nation while also being loyal to a soul family, so he doesn't look for them. Unfortunately, that means that he doesn't know when he's found them.

‘…H-how am I still alive?’ Zuko thinks. Sokka flinches back. Whoaaa, how in Spirits name did Zuko project his voice like that? Sokka didn’t even see him move his lips. As if he can hear Sokka’s thoughts, Zuko turns his head to look directly at him, eyes bewildered. And this is where Sokka realises something is very, very wrong. Two minutes later: “No way!” Sokka shakes his head wildly, just as prince jerkbender across him curses. “I’m soul bonded- To him?! No way! That’s just spirit mumbo-jumbo!!!” -or, through some freak Spirit accident involving Zhao, the Avatar, and the continuous joke that is both their existence, Sokka and Zuko have been soul-bonded and mentally linked. Neither of them are particularly happy with this.