@RandyC and
@Darkxerox bring up an interesting point about wild par. According to
this paper, which performed its measurements in the northern Red Sea, 0m of water can get up to 1800 par, 600ish in 10m, 300ish in 30m. That's a lot of par considering the depth, especially since many maricultured corals are grown in a very shallow depth of water, for ease of labor. The change in lighting from ocean -> tank may contribute to the attrition rate or loss of color in some maricultured corals but that's just my personal speculation. This isn't to say, by the way, that ou should put your tank under intense lighting. I'm just adding to the notion that corals can apparently tolerate a large range in PAR.
Could you try putting some of those shrinking zoas under the rack, or shaded in some way? This way you can see if it's lighting or if it could be something else. I've rarely heard about bleaching zoas, but I do hear about overlighting them, during which they look weird, close, etc
I do know that certain zoas are melt- and wither-prone, so perhaps this could simply be a case of zoas being picky about water?