Would that even be possible? The Han could do some pretty impressive things, but Ming-dynasty shipbuilding depends on a lot of technological refinement and nautical skill that was developed during the Song era. If the Han had sent a fleet out to go to Africa, I doubt the outcome would have been anywhere near as encouraging as it was for Zheng He.
The other problem is that there os very little in East Africa worth the having. The area is relatively underdeveloped commercially, with only a few valuable export commodities.
Of course, a Chinese fleet entering the Red Sea could very quickly get very interesting. If the Chinese develop reliable monsoon crossings, the great trading emporia of the Roman world could end up in Myos Hormos and Berenike rather than Taprobane.