It's all about the characters, not the keyboard position. It's no different than the accented version of a that languages like Spanish or Portuguese use; they may look the similar but the character á is technically different. Even identical looking characters can have different unicode which can happen on different languages.
In this case, the character Ф translates to 1097, even though it's physically mapped to where the a character is on many other keyboard layouts, whereas the character A translates to 65. My guess is that the Zorin Menu is only checking for this one character.
So yeah, something for the devs to look into with more detail. Although I don't blame them at all, text is actually a quite complex topic.
There's a similar thread around this topic, I'll leave a link for reference:
PS: To format some text keys you can use the following format <kbd>some text</kbd> which looks like some text. There's no button for it tough, you have to type it manually.