I checked my Applications folder and didn't see Zoom there so I clicked the "Show Application" button in the popup and it ended up opening the Applications folder from one of my Time Machine backups with Zoom installed.
I tested this with both Firefox and Chrome with the same results. Now I don't know if this is an OSX specific issue, a browser issue, or a Zoom issue.
Can anyone else confirm the same or similar behavior on Mac? If anyone can also shed some insight about this behavior, it would be much appreciated.