I have heard this many times and have experienced it myself just recently.
I want to say that sometimes it just comes down to synergy between things, and sometimes the explanation escapes me. Let me start here,...
I am a Roon user and do not actively subscribe to Tidal anymore, however, I just signed back up for the purpose of evaluating the new NEO Stream and giving some reports on it, so I felt it was necessary to be accurate to at least give Tidal a month or so, in general, I always preferred Qobuz when it came to Hi-Rez services, and on top of that, all the MQA stuff, folds, first unfolds, yada yada..., and whatever was needed to get the best out of Tidal, just pushed me away from it. Not knocking Tidal, it just honestly felt like I never knew if I was getting the best sound quality based on what I was paying for, so I stuck with Qobuz as it's pretty straightforward.
That being said, in testing the NEO, I was shocked at how good Tidal Connect sounded. I even commented that Tidal users would be very happy with the implementation of Tidal Connect with this new unit. Now in regards to the ZS, we have heard the same reports here of exactly what you have just posted! Perhaps there has been a change on the Tidal end, perhaps with the new Roon 2.0 something has fallen away, but I myself always preferred Roon to Tidal connect when I had Tidal, so as you point out something has clearly changed.
As soon as it is possible for me to do so, I am going to test this again now that I am subscribed again to see if I can also hear what you are hearing, and Thanks for pointing it out. There are many Tidal subscribers here so hopefully, we can have their opinions as well.
Cheers!!
Edit: As I was thinking about this I neglected to ask you if you noticed this difference in using the exclusive modes, or in AIO mode.