You know it's weird, I've been noodling with ZeroMQ for about a year now and I just never connected those mental dots myself. Bugger.
It's worth noting that 0MQ was developed as a library for HFT/algorithmic trading applications. In those environments, TLS isn't necessarily a requirement because it's a closed network. If you need TLS so your trading app can talk to the ticker-plant securely, you have bigger problems than you think.