Thanks Bill!
Because the MONTAGE quite normally can address 8 MIDI channels simultaneously, you want to be in charge of what goes out via MIDI when using it with other gear.
The data that the MONTAGE generates on any MIDI channel is data that is designed to be returned to the MONTAGE (it knows what to do with it). Sending it to another product could cause weird responses... the Ribbon sends CC16, the Super Knob sends CC95, Scene buttons send CC92... these messages make sense to the MONTAGE - your random other gear might not respond as anticipated. Therefore the ZONE function is for when addressing an external device - you can customize it for that specific external module or synth.

The ZONE function is rarely, if ever, used with a DAW.

It would be used when you want to include an external synth as apart of the MONTAGE's Motion Control Synthesis Engine... or simply use the MONTAGE as a master MIDI keyboard controller.

The PSR (e.g. PSR-S970) does this automatically. I like the PSR way. It allows me to use my DAW to "record" my PSR session (with all its context changes) with no extra effort.

If Montage had this as a Global option, I think that would suit my needs. As it is, if I want this functionality I "must" edit Zones and save the Performance in my USER space...even though I make no changes to the preset performance.

The system for the PSR-S950 was designed and works for the PSR-S950. Everything is based around GM/XG protocols

The MONTAGE is in another whole universe. We'll stick to discussing the MONTAGE and its use with a DAW. You would not, generally, need to use the ZONE MASTER function when working with a DAW. (This is not to say you couldn't, but that would be the unusual case). There is no discussion in the article you're reference to using the ZONE MASTER function with a DAW because that would be an unusual situation.

When you want the functionality of recalling the MONTAGE Performance you are using to sequence in your favorite DAW, it will not matter whether you are using a Factory Preset (currently 2,739 of them) or a User Bank Performance (640 of them) or a Performance from one of the 8 Libraries (potentially 5,120 of them), Yamaha provides you with an essential Utility program called Montage Connect. Here is a Link -- MONTAGE CONNECT - it works with the CURRENT Performance - no matter where it is coming from within the MONTAGE. No Bank Select or Program Change messages are even necessary to recall the PERFORMANCE.

This is a VST3/AU compatible plugin that runs inside your DAW that will automate capture and restore duties for the Performance as setup in your MONTAGE. It can be run as a Standalone program (if/when your DAW is not VST3 or AU capable) - along side any DAW software. The only difference is you would manually SAVE and manually RESTORE the MONTAGE data to and from the program.

When you work with MONTAGE and a DAW, MONTAGE CONNECT can be run completely in the background. Once configured you never have to touch it. You setup your MONTAGE as you desire, record your session in your DAW when you click SAVE to backup your DAW session, the MONTAGE CONNECT program will automatically query your MONTAGE. It sends a bulk request, and MONTAGE will dump every setting in the current MONTAGE buffer. MONTAGE CONNECT will CAPTURE it, then bundle it with your DAW file.

When next you open this DAW session, MONTAGE CONNECT will automatically RESTORE all setting to the MONTAGE. This happens whether or not you actually saved your Performance in the MONTAGE itself. It lets you keep your sequence (MIDI data) and the sounds your used (MONTAGE Performance) all in one place.
This works for how the MONTAGE is designed.

You do not (and in all likelihood will never) use the ZONE MASTER feature in normal DAW record sessions. So pulling those two things (Program Changes and Zone Master) together was not necessary. Hope that helps

Extra Credit:
What is Montage Connect?