Hi,
You don't need to do the zig zag or edge stitching if you spray basted your quilt layers together good, or, when you quilt your quilt you go to the edge or close to the edge all around the borders.
When you don't spray or quilt to the edge it helps to do the zig zag close to the edge so that when you trim your quilt after quilting it you get all three layers....top, batting, backing. Then when you attach your binding it's attached to all the layers evenly....that's why you were told to do that.
But if you sprayed it good and you quilt into the borders and quit close to the edges you'll be fine....without doing the edge stitching.
Bev