When I received my M2P the gimbal cover was on and latched in place. Takes a moment to put it on the first time as the gimbal rotates every which way but Sunday.
I can confirm the MP2 comes with a gimbal protector. (Not sure about Zoom, but I'm assuming it does also.) The one on the website is probably a replacement if you lose the one that comes with it.
It has a hinged top plate that's a bit tricky to get situated on top of the Hasselblad camera, but once it seats and you lock the protector down, it locks the camera and gimbal down nicely and keeps the camera from getting dinged up.
My Mavic 2 Pro came with a protector on. I actually like it and it goes on a lot easier than the old Mavic's cover. I guess the only reason you would need to buy one is if you lost yours.