Of course, running a command wouldn't cd you anywhere. You need to source the tempfile generated by the command (somewhat questionable if you ask me, but if you want the feature then that's what you have to do), which means using a wrapper function like https://github.com/jarun/nnn/blob/master/scripts/quitcd/quitcd.zsh/.
Please actually read the docs [1] rather than just the title of a feature...
[1] https://github.com/jarun/nnn#cd-on-quit