This leaves higher application code to handle duplicated messages. It also does not handle cases where the client connects later than the server send, but would still like to receive the server messages. It also doesn't handle rate control (overwhelming the network).

These may all be fine for your application, and then 0mq is an excellent fit. But I think that for most applications, having some kind of pre-implemebted solution to all of these problems, even with slightly more overhead, is extremely valuable.