I don't think dimensioning to zones is associative, and I think it is because of they way zones are updated.
The best way to know if a dimension is associated is when you place it. As you click to place dimensions nodes, you create temporary reference points. If these points show up as circles they are associative and as squares if they are not associative, or static.
Once the dimension is placed, you can hover over the markers of the dimension string and the associated element (if any) will be highlighted. Of course you'll need highlighting turned on in your Work Environment.
Cheers,
Link.