Indeed. However, Zurl is a standalone server process, not a library that you link with.
I know that the GPL's effects across process boundaries can be a bit of a gray area depending on how coupled the processes are, but as the author I'll just clarify that it's safe to use Zurl's ZeroMQ-based interface ("ZHTTP") without the result counting as a combined work. The fact that I've published ZHTTP as an independent spec may help ease minds on this: http://rfc.zeromq.org/spec:33