Did you started this software with administration priviliges?
If not that means w10 blocked many things in function.
Check also checksum if this iso is not damaged.
W10 I learning you cannot decide, W10 choose for you what is the best. In short way corporation want sayed to you what is best for them. That why i don't preffer that. The same using many rules in many ms software to gived full permission to your data files and privacy example gmail,google chrome,youtube etc.
Also try Rufus instead of Balena Etcher - I hate it.
What is checksum
Checksum is a file that contains a combination of numbers and letters - alphanumeric code - it validates that the iso you have downloaded is not corrupt.
I covered this in the unofficial manual for Zorin 15.
There are two alternatives:
md5sum and SHA256.
The checksums for Zorin can be found on Sourceforge.net:
In Windows you can use a free program called 'md5free' - I made a tutorial video on veoh on how to use:
For SHA256 on Windows 10: