Zeplin automatically exports text styles of a Sketch document when you export any artboard in it.
These text styles will be listed under the "Styleguide" section of your project. To add them to the project permanently, you can either add them all using the "Add All" button or click separately on the ones you want to add.
If you dismiss them once, Zeplin doesn't show there text styles again on your next export, to not bug you all the time. To reset this, select “Help > Reset Suggested Text Styles” from the menu up top, while you're in a project.
After selecting, just export another artboard and the text styles should appear again!