I believe that Zigbee support on Shelly devices has not matured yet. I have multiple gen4 PowerStrips and they are basically unusable in Zigbee mode (difficult to pair, slow responsiveness, overloading of the Zigbee network with messages, not all capabilities/sensors exposed,…).
The issue you are referring to (very high frequency of power measurement messages/updates) is a known issue, that seems to be addressed in the upcoming 2.0.0 firmware.
But also with a good working Zigbee connection, I currently would still prefer to use them in WiFi mode, as more sensors/capabilities are made available to Homey than in Zigbee mode. That might of course change in the future.