The bottom line is this.
We do not test or measure this during development or QA. We also do not make it a stated feature that absolutely no data is transfered or how much.
It just how ZA works and I suspect you will find other security software will do the same in varying levels of data.
If thats an issue due to the type of internet package you have then you will have to find another security program or upgrade internet access or a new ISP.