I have been using Zorin OS for a couple years for far, far more than to surf the web and I never play Little Games. I use it for a lot of Graphical work, high speed compiling, word processing and data, records. I do not do as much with Sound as many others do, so cannot comment on that.
Elementary OS has the same set up, the same procedures for applying themes. The only difference I see here is that it comes with a Mac OS look alike theme already loaded. If you wanted to change it, you would need to undergo the same process.
I certainly understand your frustration. I have not been a Linux User for very long, myself. I recall all too well that first weeks learning curve. But a learning experience it certainly has been. One for which I am grateful as it released the chains that Mac and Windows once tied me up in.
Given your frustration and how discouraged you are feeling, I would strongly encourage you to PM @azorin and raise your concerns. You purchased Zorin OS Ultimate for a reason very recently (today, even, I think). I am certain he would be glad to help you resolve that purchase or help you with your installation.
Linux Distros also come with different Desktop Environments that offer different functionality. When I first moved over from Windows to Zorin OS, it was on Zorin with Gnome. And it was very frustrating. -chuckle- Very. Gnome is very controlling, in my opinion.
By chance, I tried out Zorin Lite and suddenly, I had much more control, much more user friendly desktop actions and much, much less frustration. I never went back to Gnome. So you may also have more luck in the same way- only you can decide that.
The copy of Zorin OS you have includes a copy of Zorin OS Ultimate Lite (XFCE desktop instead of Gnome), so you would not need to try anything other than installing the Lite OS, instead.