The default zone is the zone that is used for everything that is not explicitely bound/assigned to another zone.
That means that if there is no zone assigned to a connection, interface or source, only the default zone is used. The default zone is not always listed as being used for an interface or source as it will be used for it either way. This depends on the manager of the interfaces.
Connections handled by NetworkManager are listed as NetworkManager requests to add the zone binding for the interface used by the connection. Also interfaces under control of the network service are listed also because the service requests it.