ZR rated tyres simply denote a tyre with a speed rating of over 240km/h.
Even if they are ZR rated, for example "265/45ZR20 104Y", the tyre is actually rated 'Y' for 300km/h. 

This can be a little confusing, and sometimes you will see two tyres in the same size but one has a ZR rating. There really is no difference, it is more of an aesthetic aspect to consider.