BlakJak:

 

.. except the ZScaler NZ exit node is in Auckland, 147.161.216.0 appears on the Auckland IX from AS53813 which appears to be ZScaler's own ASN.

 

And how does having an exit node in Auckland changes my rationale in any way?

Just because it's inside New Zealand doesn't mean it's all good traffic. 

The ASN you linked is exactly the one I am seeing on your request.

You know... Zero trust.