As you say, only the first Foreshadow attack went after SGX - it turned out to be a broader flaw that also affected OS page table protections more generally and could be used to attack process-OS and VM-hypervisor isolation. Those variants relied only on Intel's implementation of standard x86 paging, and they don't exist on AMD because they didn't implement it in the flawed way Intel did. That is, Foreshadow/L1TF is Intel-only not because it relies on an Intel-only feature, but because it's an Intel-specific implementation flaw. (Linux had to substantially rework its paging code to work around this.)
AMD don't seem to have commented on ZombieLoad yet, presumably because it's much newer and they didn't have pre-announcement info about it, but they've commented on the other two vulnerabilities announced today and explained that the reason they're not vulnerable is because the corresponding units in their CPUs don't allow speculative data access unless the access checks pass and their whitepaper seems to suggest the same is true of ZombieLoad: https://www.amd.com/system/files/documents/security-whitepap...
SGX does make for an easier and flashier demo for Foreshadow, though, so it makes sense that the researchers went after that target. They managed to recover the top-level SGX keys that all SGX security and encryption on the system relies on, something that I don't think anyone had ever managed before.
Also, as I've said elsewhere, Intel seems to speculatively leak data that shouldn't be accessible pretty much everywhere in their designs where memory is accessed.