What just clicked for me was that in any system where we use finite precision to store exponents, we can't actually have zero as a normal value... we'll always underflow the exponent before we get to actual mathematical zero.
So +0/-0 is actually a convenient misnomer. They really are +/- epsilon.
The only way to have zero is if it's some specially handled value like NaN. Which IEEE doesn't do and that's entirely understandable.
Makes sense why you can never compare a subtraction of floats to zero (it's beyond just "rounding errors") and the existence of +0/-0 seems quite natural now.