An oxidation layer will always form on any metal. Some more than others depending on the amount of nickel, aluminum, etc. in the alloy. The portion of the rotor to which the pad applies will simply be rubbed free of the zinc coat. However, zinc coating will delay the non-rubbed parts from rusting for seemingly ever. I suggest trying to find some which are silver-zinc coated, they look nice under silver rims. The zinc coating will not harm the brakes. It is ok to not replace brake lines, but if you got the cash and want to, why not?