Lack of a heated bed does not necessarily limit you to using PLA. I would say (among those I've used) the material that's least sensitive to whether you have a heated bed is probably TPU. Depending on your model, it can even be hard to print PLA without a heated bed, unless perhaps you're willing to use a brim or raft. Printing ABS or ASA without a heated bed is almost certainly out of the question, and PETG _might_ be possible, but I'd expect it to be difficult.
Mechanically, the Anycubic Mega Zero looks very similar to the Ender 3. The claimed bed size on the Mega Zero is slightly smaller (220 mm vs 235 mm) but they might just be counting the usable part.
The only possible objective advantage to the Mega Zero I could find is the double gear extruder, which may help with printing faster or flexible filaments.
Presumably you could add a heating element to the bed if you want.