A stopped prop produces less drag than a windmilling one. Setting "zero thrust" simulates that situation for practice engine failures in ME aircraft.
Because a stopped prop on a MEP aircraft would be feathered and produce les drag than a windmilling prop. Selecting a low power setting simulates this lower drag situation.
Single engine piston training aircraft don't have feathering props (at least, I don't know of any). Therefore the zero thrust thingy doesn't apply.