I looked further into this and I believe I have found the answer.
You have the update-manager set to 'never' and it is actually working.
However... Zorin OS also comes with Gnome-Software preinstalled.
And Gnome-Software is repeating the update manager's action, thereby kicking in the notifications again.
You should be able to quell Gnome-Software with gsettings:
gsettings set org.gnome.software download-updates false
But be warned... In searching this, I found several bugs with Gnome-Software that causes this to not always work.
It is also noteworthy that if you use Snap Packages, they will also continue this trend - and there is no way of disabling it.
I agree with your frustration. If the user sets the update info, then another Gnome Application should not take it upon itself to override it with the excuse of "But it is in the users best interests..." like Gnome does.