That they don't show up not. But I know a Way to disbale them. For that You can use PulseAudio control. To install it. open the Terminal and type sudo apt install pavucontrol and when it is installed, open it.
When You have it open got to the last Tab called Configuration. There You should see Your possible Input' and Output's. To turn it off, click on it and choose the Off Option:
In my Case there stands ''Aus'' because its german. For You chosen Language You must look. After that it is still in the Zorin Audio Settings visible but it shouldn't be used anymore.