When the Composite Editor Primitives setting is disabled, these editor primitives do not render correctly.
In specific, ZoneGraph editor primitives do not render with a colour. This appears to be the result of the ZoneGraph lines only being rendering in PrePass DDM_AllOpaque. They appear to be rendered directly to SceneColor rather than the GBuffer in the SDPG_World pass. The gizmo is rendered a second time in SPDG_World in under the RDG event LumenScreenProbeUpdate/BasePass/EditorPrimitives.
In any project, the base rendering differences, such as the floor grid, can be seen by toggling the Composite Editor Primitives show flag.
The ZoneGraph specific issue requires the ZoneGraph plugins and a ZoneShape to be present in the level. With these in a level, the reproduction is the same: with Composite Editor Primitives disabled, the ZoneShape will lack the zone colouration.
There's no existing public thread on this issue, so head over to Questions & Answers just mention UE-229018 in the post.