Unfortunately, this is a limitation of ARCHICAD. This is how the program currently evaluates if a Door in in a Zone or not. I do not have a workaround I can offer, besides that you should probably model the multi-story Zone by creating Zones for each story separately, and giving them the same Zone ID and Name.
You can make a wish for this feature, we can vote on it and if it gets enough support, we can submit it to GRAPHISOFT for consideration.
If you do make a wish, please post its link in this thread.
Loving Archicad since 1995 - Find Archicad Tips at x.com/laszlonagy
AMD Ryzen9 5900X CPU, 64 GB RAM 3600 MHz, Nvidia GTX 1060 6GB, 500 GB NVMe SSD
2x28" (2560x1440), Windows 10 PRO ENG, Ac20-Ac27