ZoneShapes do not reset visuals when being de-selected and re-selected. The last piece of the zone shape to be selected will still show as selected when the shape is re-selected, but using the editor gizmos will affect the whole zone shape and not just the part that appears to be selected.
This can also be observed to happen in reverse where selecting the spline, then the end point, and then pressing Undo will reset the selection to the same as when the shape was originally selected even if the previous selection state was the spline or endpoint.
Expected Result: The end point that was selected is back to normal and the spline is white.
Actual Result: The end point is still orange as if selected, but using the editor gizmo to move the shape moves the whole shape and not the end point.
Expected Result: The end point is unselected and the spline is once more selected and highlighted in orange.
Actual Result: The ZoneShape selection completely resets to resemble when you first selected the shape with only a white spline being shown.
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-191184 in the post.