If you raise the gain to match pre-EQ volume levels it will distort. Fine, I get it, you don't like amps with bass boost. Noted.
Edit: This will be my last comment on this as Internet/forum arguing is pointless and self serving; and this one is full of condescension. EQ'ing isn't rocket science.
EQ'ing has it place. I used it successfully to fix the mid bass bleeding of the W3, as it was something that pervaded every song. The ZO has its place as well. When you are mobile and want varying levels of bass boost for different songs, due to the way they were recorded or mastered, the ZO is unbeatable. It is impractical to EQ for each song but it is easy and convenient to amp your phones current sound signature, adding just a bit more bass as you want it, when you want it.
I had wanted to add my own review and impressions with the ZO to this thread but I have no desire to continue arguing over the benefits of parametric EQ vs harware boost.
I'm not trying to be condescending--I'm trying to explain why EQ is likely a better option for people who want to retain accuracy and balance, and I'm also trying to help you understand that you're probably doing it wrong--that's why there's distortion. If you post the EQ curve you have created, maybe I can help you troubleshoot what it is you're doing wrong. In all the years I have been using EQ in pro audio productions, I have never once created unwanted distortion. I don't even understand why you'd want to screw up the gain staging by raising the overall gain. If you are cutting, then you are simply cutting frequencies that are too prominent, and if you are boosting, then there's even less reason to mess with the gain. So I just don't see why you'd want to cause distortion by messing with the gain. Also, when you overload the sound with too much gain, that is not the fault of the EQ--that is you destroying proper gain staging of your audio signal chain. It's like blasting the volume of your stereo until there's severe distortion from the speakers, then blaming the stereo for causing the distortion.