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root/ UAC elevation prompts for a consent UI... there are some tricks/methods to bypass it. & regarding ZAM, it probably uses one of those tricks. Administrator right is needed to scan or access some of your critical files or folders, so without that ZAM wouldn't be able to scan your pc properly. or if ZAM doesn't use any UAC_skip trick then it probably loads some of its services during system start-up.
& regarding malwarebytes, it asks UAC consent because malwarebytes core service/process gets terminated. This is the same service/process which MBAM uses to scan your pc in its premium version. I don't see any anomaly in its behaviour for asking UAC permission. If it would have asked UAC consent during start-up(on-demand), then it would not ask for UAC elevation on exiting. Now, that's malwarebytes' choice, what can I/you do? Hope,it helps. Tbh, I'm much more comfortable with asking for UAC permission than bypassing it.