No offense, but they're about as similar as apples are to oranges: yes they're both fruits, but they're very different kind of fruits.

Zorin is a more "traditional" OS, where things work like most PC operating systems, whereas Bazzite is an immutable OS with atomic updates. Immutable means the core system files are read-only, which makes it less susceptible to corruption and breakage (due to user error or malware). Atomic updates means updates either apply or don't: there's no partial/failed state that can break your PC.

Updates are also image-based, where your entire OS image gets updated in one go, kinda like how mobile OS's work - this means there's no chance of package conflict/version/dependency issues that can sometimes plague regular Linux distros like Zorin. This also means that major OS upgrades are trivial - they're treated like any other update. In Zorin and even Windows for that matter, major OS upgrades are always messy, and there's a chance something can break or get corrupted. You don't have that issue with immutable, image-based distros like Bazzite.

The only area where Zorin would be better is in low-level customisability - like say, you want to switch out your kernel to a custom kernel, or use a different DE, or change login managers etc. You can do that in an immutable system, as these are core components. But most people don't do this, so for regular users, an immutable system like Bazzite would be a much better choice.