Please correct me if I am wrong - that happens more often than you think
I am not sure Manjaro supports Zen in the same way Arch does.
I have never experimented with other kernels nor Zen - except for my occational revisit to Qubes.
Zen is to my limited knowledge a bare-metal hypervisor and as such it requires some configuration to boot a zen-image. If you want to be able to boot a zen-image - comparable to other virtual harddrives - the image needs to be present.
I couldn’t quite grasp zen so I did a more thorough lookup and I seem to confuse zen with zen.
The one being the bare-metal hypervisor the other being a kernel. That confusion aside - Manjaro is not Arch and not all Arch is appliable to Manjaro. As stated above I never had the urge to push the kernel thing to the limits but checking on the zen kernel it is not AUR but mainstream Arch which might or might not be your issue here.
One more issue aside - if you check the official Manjaro repositories there’s is no mention of Zen-kernel and support for it.
If you really want you could try to install the AUR package
linux-zen-git but that voids your warranty joke aside - you are on your own there.