The "Work with code on any machine" is confusing because it's not what you expect by glancing over the headlines. In the section they describe what they actually meant by it... It means that you can collaborate with others who have zed installed and run things on their computer, edit code etc.

I vaguely remember them being on the Rust podcast and I believe they said that they want multiplatform support but they first need to nail it on one platform before they go for the next.

https://rustacean-station.org/episode/antonio-scandurra/