Exactly, this makes no sense at all. 0MQ is a low-level library that higher level languages link into (see all the [bindings][1]); it's pretty much a veneer over plain sockets that adds a bunch of features. Why would you, or better, how could you write something like this in a language that has to run in a VM?
[1]: http://www.zeromq.org/bindings:_start