ZBrush isn’t quite like other 3D packages because of its 2D elements: it doesn’t have a 3D scene, but rather has a 2.5D canvas document on which you can draw 3D objects. Many of ZBrush’s signature and most powerful features are made possible by the fact that ZBrush uses a depth-enabled canvas rather than a full 3D space.
The Zoom controls in the Document palette act on the canvas, enlarging the pixols. So if you zoom in far enough, you will start to see the individual pixols and the image will lose definition. It is just like enlarging an image in a photo editor.
When you are working on a 3D model in Edit mode and want to get in close, you don’t use the canvas zoom. Instead you Scale the object. Scaling the object means you’ll be able to get in as close as you want and work on tiny details without any loss of definition. Note that scaling doesn’t change the true size of the object; it only affects how much of the canvas your object takes up.