Yes, you can.
Pro comes in Gnome or XFCE flavors; both are included in the Pro Package. (This will end with the release of Zorin OS 19, which will drop support for XFCE).
I am pretty sure the settings app doesn't, actually. This has repeatedly been a point of contention.
That said, by default, Zorin OS Pro can be either XFCE or Gnome, it is not just Gnome by default.
Here you can watch a video with a comparison between the versions on Zorin 18.
And xfce4 desktop is also different from the zorin-os-lite desktop. Zorin has added many functions to the pure xfce4 desktop and made adaptations.
If you are interested, you can take a look at distrosea.com. You need no account. There are both versions of Zorin, and the site loads a virtual machine with Zorin (at the moment, unfortunately without internet access).
You can e.g. test the settings app of Zorin Lite.
For a nearly pure xfce4 desktop , you can take a look at Debian XFCE.