At some point, for some reason, Zen changed the New Tab behavior when opening new tabs:

NEW TABS HAVE BEEN REMOVED, instead we are opting for opening the URL bar and then pressing enter to open a new tab (‘zen.urlbar.replace-newtab’ to false in about:config to revert)

https://zen-browser.app/release-notes/#1.7.5b Features section.

I don’t approve, so I found the setting to revert it using about:config…

zen.urlbar.replace-newtab = false

Much better.