Hi,
Non-zonal service is not the same as zone-redundant service.
A zone-redundant service is automatically replicated to all the availability zones in the region. If a failure occurs in one of the zones, the service is still available in the remaining zones.
A non-zonal service/sku typically means you cannot specify which zone it will be in (the platform decides for you) and it will only exist in single zone. Since it only exists in one zone if that zone happens to fail the instance of that service will be down.
Availability zone service and regional support
https://learn.microsoft.com/en-us/azure/reliability/availability-zones-service-support
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Thanks.
-TP