I honestly had no idea this was the case! I assumed it was just space that "had no gravity" what you're saying makes sense though. Mind blown!
The convention was to never use the term "zero gravity," since using that term would perpetuate a common misunderstanding. Instead, we've used the term "microgravity" in its place—which makes sense, as there are still small gravitational forces acting on every object in space.
NASA also published a webpage with a good explanation of what microgravity is, with a nice diagram of how it works (including a visual of the parabolic flight): https://www.nasa.gov/learning-resources/for-kids-and-student...