By the time Anna sneaks in the front door, it's almost ten and she very definitely feels like she was doing something she shouldn't have. The TV's on, and it seems like Elsa fell asleep while she was watching it. It's not even playing anything – there was a movie, but it's been booted back to the title screen.
How long has Elsa been out here?
She doesn't want to wake her up – doesn't want to disturb her, or provide any greater opportunity to see whatever negative emotion she must be thinking about Anna.