After checking the implementation of the zen_href_link() function I get your orignal point. If I simply pass the value 'SSL' for the $connection parameter the function will check if SSL is enabled and construct the URL. Hence (ENABLE_SSL ? 'SSL' : 'NONSSL') is redundant in my code.
PHP Code:
$gateway_vars['return_link_url'] = zen_href_link(FILENAME_CHECKOUT_SUCCESS, '', 'SSL', true);
$gateway_vars['reply_link_url'] = zen_href_link(FILENAME_CHECKOUT_PROCESS, $query_string, 'SSL' );
is more efficient