I think the bolded is exactly the issue with these analytics. They don't really account for play style.
For instance, I don't think ZAR is better defensively than a guy like Brad Marchand. The difference is Marchand might give up more chances against because his style will cause him to turn over the puck more or he'll cheat for offense more if he thinks he can get a breakaway. It's not "bad defense", it's more so taking offensive chances.
ZAR takes very little chances so he's not going to be caught cheating and he's going to dump a puck in deep every single time he hits the red line, so he won't be turning the puck over trying to gain the offensive zone by stickhandling it in. ZAR's entire style is "devote all energy at getting the puck out of your zone". Players with more offensive ability will try to maintain possession more often, and thus, will result in occasionally more chances against when those attempts fail.
It would be like taking two batters in baseball. One batter's entire purpose is to get a bat on the ball, even though it results in nothing but slap singles and bunts because his entire purpose is to play "safe" and not strike out. So he ends up batting .270 and only strikes out 30 times in a season, but also only hits 3 homeruns all year. Meanwhile, a batter whose concern is actually creating offense will take massive swings more often, resulting in more strike outs. But it'll also result in 40 homeruns. ZAR's the 9th hitter who bunts and slaps singles, but rarely actually contributes to big innings with one swing of the bat.