Yup don't pay attention to KZ's marketing in this case. I think half the IEM's you can find on Aliexpress will claim to be for sport. Most are lying.
I have EDSE, RX, ED8, ED9, ED10, ATE, ZS1. The best for running or similar exercise is ED10, by a long way - the design slips in and stays in your ears, particularly if you use tips that seal well for you (the stock blue whirlwinds rarely work for me). I use UE600 style tips on them and they don't budge.
HDS1 and 2, and ED3 M (or Youth) seem worth looking at too, all being so small and simply designed they'll likely behave in the ear. I haven't received them yet though.