I'm not fully sure but I have noticed this few times in my cases, it could happen if the drive has multiple partitions. If the drive has only one main os partition (excluding efi partition) then only the install alongside option appears for that drive. In this case manual partitioning is needed.
And one more thing to note while installing with Manual partitioning, on the Manual partitioning screen look at the bottom side for an option called Bootloader Location, make sure the same drive is selected where you are trying to install Zorin.
Just wanna post an update here, I check on drives and it turns out at looking at properties and then volumes (Windows). It’s says it’s GPT. So I am just gonna say that after all this time, it was booted by mistake with MBR, but UEFI was the correct one to pick in Rufus. with that being said, I don’t even know how to describe this but I am speechless and how much time I wasted at this point…..