You are not alone. At least three other pool owners have noted that there is no evidence of Zen mining on their pools. We have a whole thread going on about that cloudy business (NSFGF - not safe for GAW fans):
https://bitcointalk.org/index.php?topic=720844.0GAW/Zen official version as to why you don't see a change is hashrate is that they have a certain amount of hash ALWAYS pointed at all pools and when you switch your 1 MH/s or even 100 MH/s nothing is actually changing except some accounting in the backend.
I believe this is correct. I've read on their forums that they have a certain amount of hashrate pointed everywhere and that it's simply an accounting method that tracks your personal hashrate at Zen. This also explains why your hashrate with them doesn't bounce when you switch pools. It stays exactly at what hashrate you have where normally if you switched pools you would see a drop to zero and a regain over a few seconds/minutes while the script spins up and connects to the new pool and shares start getting accepted.
They have a very interesting system going on right now and they are keeping it quite a secret, but it pays, and it pays well.