Li Feng appeared outside of Shengshi Entertainment not because he dropped something. As soon as he had learned that the Zheng Family was colluding with ninjas from Beihai Country, he had become concerned.
After leaving Shengshi Entertainment, Li Feng went straight to a nearby hospital. Zheng Xi's "little Zheng" had nearly been cut off, so he'd definitely contact home. Thus, Li Feng waited in hiding and, sure enough, Zheng Shan came.
Li Feng then followed Zheng Shan back to Shengshi Entertainment.
If Zheng Xi came to Shengshi Entertainment because it was their den of pleasure, that made sense. But why would Zheng Shan come to an entertainment company?
Moreover, Li Feng had just used Azure Dragon to hack into Shengshi Entertainment's surveillance system. After reviewing the footage, he found that the ninjas hadn't left the building.