Zorro has a Z sound. Treasure has the zh sound. It's not that hard to comprehend. What? do you pronounce it "Trezzer?"
I was being sarcastic, but since you don't seem to be trolling/joking:
It depends on the language that is used to write, and on the language of the person who's reading.
I used 'Zorro' because it's not an english word.
It's Spanish, a romance language that doesn't share the same root with English.
A 'zh' sound maybe makes sense for you, but probably not for someone else, even speaking the same language as you.
Or possibly used to completely different languages, or to many different ones.
You're using english pronunciation to explain a sound from a different language.
Ask a french guy and he'll probably say that 'treasure' has sort of a j sound.
That's why an International Phonetic Alphabet was created.
The problem is translating from languages using different alphabets, like Russian: Czar, Tsar, Zar .... it's still the same sound, but written using different languages/methods. Czar and Tsar qualify for English, Tsar also for French. Zar for Spanish and Italian. In most balkan languages it's Car.
Try listening to the live OP of Faiz looking at the singer's mouth and reading the _english_ words in the subs.