This is a downside of not uninstalling the brew-installed version:
The $PATH variable which defines where your command is looked for, /usr/local/bin is usually explored before /bin. (the default in etc/paths)
This means that your personalised version of zsh will always be called by default in every bit of code or application that is calling directly for zsh.
This includes applications that do not have configuration parameters for zsh (e.g BBEdit), every application that have a default setting to use the default system zsh (e.g Terminal), every line of code with a direct call to zsh (there can hundreds of them depending on what you do)
As a consequence, you need to be pretty sure of what you do when using your own version installed by brew, including updating it manually to stay state of the art, including the case when you upgrade your Mac OS system and it updates the default zsh version without you being aware of it.
If you are using zsh casually, especially if you want to debug problems you are coming across with zsh, it is likely easier to work with the default version of the OS.