Hmm.
I dunno radios (skipped that class way back in college). I'm guessing that although 802.11 and Zigbee use 2.4 Ghz, you might need 2x radios physically tuned for the correct frequencies, and listening at the same time.
Looks like channel 1 802.11 is different than channel 15 Zigbee for instance, so bridging the two might need two different radios.
So you'd need a 802.11 radio + Zigbee Radio working as a team (even if ESP32 has enough CPU power to handle both, there are likely physical limitations to radio designs).
And I'm pretty sure that the radios use more power than the microcontroller in any case.
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In any case, there seem to be many 802.11 to Zigbee bridges already available. So you should only attempt the project as a learning experience.