No, actually... Zorin OS has not come with Wine preinstalled for several releases, now.
What ZorinGroup did was they added an Easy Installer that will install Wine if you attempt to open a Windows or .exe package.
You would know it if you added a Wine Repository...
So let's remove the package.
sudo apt remove --purge zorin-windows-app-support
Once done, from your home folder, remove any ~/.wine directories.
Then for Wine 5.0:
sudo dpkg --add-architecture i386
sudo apt update && sudo apt install wine64 wine32
If you want Wine 6.0:
wget -qO- https://dl.winehq.org/wine-builds/winehq.key | sudo apt-key add -
sudo apt install software-properties-common
sudo apt-add-repository "deb Index of /wine-builds/ubuntu $(lsb_release -cs) main"
sudo apt install --install-recommends winehq-stable
Once installed, run:
winecfg