Cake uses Electrum which basically doxxes your addresses to the server operator. ZEUS uses Neutrino, which takes longer to sync, but is privacy preserving. More details here: https://docs.zeusln.app/for-users/embedded-node/faq/#where-can-i-read-more-about-neutrino-and-the-privacy-that-block-filters-provide-when-syncing-zeus-to-the-blockchain