Nahida had stayed in the Palace of Wisdom for five hundred years and barely knew anyone, so there was naturally no one she could speak of resurrecting. She did want to resurrect King Deshret, but only if she could remember her.
Focalors was in much the same situation. The only person she likely wanted to resurrect was Egeria, the first Hydro Archon. However, resurrecting her would be troublesome, as her affairs had far-reaching implications. If she had not died, the Water Dragon Sovereign Neuvillette could not have been born. Furthermore, she was later connected to Sumeru as well. At most, Shen Fei could preserve her soul; fully resurrecting her was impossible.
The others had many more people they wished to resurrect. Zhongli, for instance, had the adepti, the Yakshas, and certain humans. He would need to make a special trip for that. Venti's situation was similar. Since he was already going back in time, he could save Diluc's father while he was at it, as well as Young Wolf Rostam, La Signora's beloved, and others.
Of course, resurrection was not without limits. It naturally had to be discussed first. People like Shibaraku certainly would not be resurrected, nor would some of Mondstadt's former Grand Masters.
The Knights of Favonius in Mondstadt had been established a thousand years ago and had nearly twenty Grand Masters. Most of them had died in battle, with only a very few living out their natural lifespans. If they were all resurrected, Mondstadt would be overflowing with Grand Masters.
Naturally, Shen Fei did not know any of those Grand Masters, so he would not resurrect them. The people he helped resurrect were people he knew. Unless someone requested it, he would not go out of his way for strangers. Take the great thief Redmiller, for example.