Zoe and Michael weren't papped so much because before XMFC he was nobody and she wasn't interesting enough for paps to follow her around. Penn is more famous because of Gossip Girl and being ex-BF of Blake Lively, tabloid staple in the last 6 months. I don't think Zoe and Michael were too much concerned with age difference and how others might react to it. If they were, Michael could have been the one though I doubt it.
Plus when he was here filming Shame he was working crazy hours. And she lived in Williamsburg then (may still) and if he was happy hanging out in Williamsburg (and he probably was, he does live in Hackney after all) then the paps would never see them. All the stuff of her and Penn that is running is Soho, LES, E Village etc.
His screening in hackney must be starting soon/have started