The thing is: if you use an external sitemap, when it reads the links it may get the zenid in there. This is normal, expected to happen.

But you dont want to have zenid in your sitemap, zenid should only appear when "real" visitor visits your site, and that should appear like this:
If they have not visited your site for a while (in the last 24 mins), on the first page load all links displayed will have zenid attached
When they click on any of those links, on the second page load none of the links should have zenid attached.