Unfortunately, it's the only way to perform HTTPS inspection outside the browser. It's essentially required for any filtering beyond doing basic host-based matching.
> how is this better than uBlock
I wouldn't claim that Zen is strictly better than uBO. However, Zen works outside the browser (protecting against many desktop apps that have ads and tracking SDKs) and also supports any browser out of the box – including post-MV3 Chrome.
That's a no from me.