Musk's comments are about a potential (maybe conscious) artificial super intelligence and the risks that could come from that if we enable one somehow without understanding the preconditions.
Zuckerberg is just talking about "AI" in the sense that machine learning can solve a valuable class of problems.
The super intelligence risk could be serious or not - it's hard to know since we haven't really dealt with an intelligence that wasn't created through natural selection with those biases for survival. We also don't really understand how consciousness works either.
One risk of AI is that if Musk's argument is right we won't be as 'lucky' as we were with nuclear weapons. Enriched uranium is hard to get so nuclear weapons are easier to control and hard for an individual to make. Turning on an AI or copying the code for one and spreading it would probably be easier. If it does end up being dangerous that's not a great situation.