shopt is a function of bash. I patched our defaults, specifically /usr/share/defaults/etc/profile.d/50-prompt.sh to not use it for zsh back on 10th March 2020.
if [ $SHELL != "/bin/zsh" ]; then
shopt -s checkwinsize
fi
I use zsh as do many others so I know it is working properly.
If you have changed your default shell to zsh correctly echo $SHELL should return
If it does not I can only assume that instead of changing your default shell with chsh -s /bin/zsh and rebooting you ran the command zsh from bash to switch shell straight away. Which means $SHELL environment variable will report /bin/bash and still try use shopt.
