I have not found good information on the ZK store but HMS HA requires at a minimium the DB Token store. Something from the users sessions, presumably the delegation token, is saved in either memory, the metastore db, or ZK. The first means that you would need a new token/session if you ended up connecting to a different HMS instance. The other two allow for HA and I image ZK just adds more fault tolerance as most installs have a minimum of 3 versus 1 RDBMS. I don't think the latter is used or tested extensively though and have seen other people have issues with it, specifically when Kerberos is enabled.