Self-custodial lightning requires your node to be online at all times in order to receive and online at the time you want to send. That's actually pretty hard to achieve on mobile operating systems, because they kill background processes in order to save on battery life and available RAM. You don't run into this issue with custodial services, because all of the actual transacting is occurring on your custodian's node, not on your phone.

Zeus' self-custodial wallet IS a lightning node running on your phone and therefore subject to the need to be online in order to transact. Therefore, your node must be "open" in the background in order to send zaps and instead of receiving zaps directly to your node, Zeus' node receives them for you and holds them until your node comes online to claim them.