Description
The final zone with 0 for the ZONE_ID field value contains all features that could not be reached due to the provided Spatial Weights Matrix File.
The zones grow by merging into neighbors, and if some features cannot be accessed due to being disconnected as neighbors from the rest of the points, these features will not be aggregated into a growing zone. All such features will be put in the same zone and given a ZONE_ID field value of 0.
Solution
No action is required, but it is recommended that you provide a Spatial Weights Matrix File in which all features are connected and can be accessed as neighbors.