Zorin OS is based on the LTS - Long Term Support - versions of Ubuntu.
Ubuntu LTS versions are fully supported for Five Years.
ESM is Extended Security Maintenance, which runs for an additional five years providing Security Patches, only.
All Ubuntu LTS qualifies for the ESM security patches, as does Zorin OS.
I just got another update on that application that i installed a few minutes ago. It has been getting quite a few updates.
I do not know if it is still officially considered a Beta or not. We can ask... @zorink or @AZorin - Is the Zorin Upgrade officially released or still in Beta?
One thing about a Direct Upgrade - on any distro - always make backups.
Always Back Up.
Because on any distro, performing the Direct Upgrade will always have a small element of risk. From packet loss due to net connection to a file write error.
Every time I ever tested a Zorin Beta product, it always performed flawlessly. I often wondered if like Montgomery Scott, they pull our leg by calling a fresh release a Beta a while just to make them look really good.
The only time I ever saw a pre-release that had issues that needed to be resolved was the very early pre-release Alpha of Zorin OS 16.
And the ZorinGroup had already listed the things that were issues so we knew to ignore them.