Copyright infringement is the elephant in the room. Many of the videos available on ZozoVideo are likely protected by copyright law. Hosting or distributing such content without permission is illegal in most countries.
For users, the risk is twofold. First, you could be accessing pirated content, which is against the law in many places. Second, downloading or sharing that content could expose you to legal action, though this is rare for individual users.
It's also worth noting that copyright holders actively monitor illegal streaming sites. They can issue takedown notices, sue site operators, and in some cases, pursue legal action against users who distribute content. The chances of an individual being targeted are low, but they are not zero.