Realtime protections would require being connected.
If used as secondary scanners, you would connect in order to update their database files.
Additionally, here is an excerpt of a thread from bleepingcomputer.com :
"...Zemana has partnered with SurfRight, and incorporated SurfRight's proven Hitman Pro 3 technology into Zemana Anti-Malware. Zemana Anti-Malware was designed to be used in conjunction with other malware-fighting programs."