I’ve always wondered why this wasn’t working and I just found out why a few weeks ago… the reason being that they are labeled differently 
In the project window they are called “Left/Right Zones” and in the Mixconsole they are called “Channel Selector” for the left zone and “Control Room Meter” for the right zone. Seems a bit rubbish if you ask me.
They are available in the key commands menu. I created a macro that includes both left Zones from the project and Mixconsole on one key command and another for both right zones, that way I don’t have to have separate key commands for each.
Cheers!