Us. Not return her, but return the both of them. The prince and princess of the Fire Nation. Part of him yearned for home, wanting desperately to seek his uncle out and bust him out of prison. But the other half...actually liked being here. He was accepted, wasn't ridiculed, and wasn't considered to be a traitor with a bounty hanging over his head. He was about to begin teaching the Avatar firebending and was doing far more good helping working with Angel Investigations that he ever did back home.
And how was he supposed to tell her about AI? Somehow, he didn't see Angel approving of him bringing Azula with him to the hotel, not to mention the waterbender, should she choose to return. Still, Azula was his sister. No matter what she'd done, she was still family - and unlike Ozai, he still had some shreds of hope for her. Not a lot, but there was at least something there hoping that she'd change, even if he didn't expect her to.
"Some people I met when I first arrived here," he told her. "Most of them are from this place. It's called Los Angeles, by the way. It's a city within a province, within a nation, within a continent. They don't have a ruler, they have a president that can only serve for a certain number of years and is elected by a vote of the people."
Even Zuko would admit that was strange. All four nations had a leader that was born into the position and not elected. And from what he heard, there were varying opinions as to whether this nation's leader was doing a good job or not.