Zoom Gatelet doesn't inspect traffic for Zoom Desktop application.
The Zoom Gatelet only supports applying Access Enforcement policies (such as blocking the site/service altogether). Other Policy types (content inspection or data transfer) will not apply when using the Zoom desktop application.
You can use the Gatelet for 'all or none' access enforcement policies for the Zoom desktop application (example below of Policy set to block all Zoom access).
The response from Zoom desktop application:
Please note: by default Zoom is exempted for all traffic by WSS. If you wish to use Zoom Gatelet for Zoom web (browser) traffic, see the following KCS article for information on removing the Zoom domain from the WSS Console's "Bypassed Traffic" list as well as for additional steps needed.
Reference: No traffic data for Zoom Gatelet is monitored