It’s a fresh install
Can you let us know what version of Zorin OS and hardware you have?
Zorin 15 OS is based off of Ubuntu 18.04. It appears that quite a few people experience this with Ubuntu 18.04.
I did a quick search of the web and turned up these:
https://ubuntuforums.org/showthread.php?t=2395112
most all responses follow the same theme: How you install Steam seems to make the difference.
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