....
Not really...
I can kinda see how that could be implied by that exchange, but more than anything it looks like some sort of meta-humour.
Zero brushes off X's question by saying the circumstances are the same. If X survived, so did Zero. It's as easy as that. They do address that Zero's body vanished, leaving nothing to be found.
Anyway, I thought you had to be playing as Zero to see Isoc mention Zero being alive? Or was that in the intro? I always figured he was talking about the Nightmare copies.
It's said when X beats one investigator. Good luck getting Zero that early.
Gate: By the way, did you find what you’re looking for?
I doubt it exists anywhere in the world…
Isoc: No, that's not so. I saw it…
And he’s not the sort of low-ranked Repliroid who would die so easily…
Gate: X and he are certainly tough guys. So he may be alive… though the chance is low.
Isoc: I will find him without fail.
Gate: Hmph. It doesn’t matter to me.
Do as you please. I don’t need… the “true Zero”.
Just make sure you take care of X and that experiment.
Isoc: Yessir.
Only the talk between Dr. Right and Zero capsule is easily missed.
Right: Zero… you’re safe?
Zero: …I won’t die. --is what I’d like to say. But my memory is vague… I don’t know if my recovery function revived me, or somebody picked me up… The next thing I knew, I was able to move…
Right: …The world still needs both X and you… Isn’t that why you revived?
And you must put an end to this nightmare…
Sorry, I’d like you to pass this armor program on to X…
Right: X, Zero. I’m praying for your safety.
Zero: Please wait! Was it you who rescued X?
Right: …………
Zero: Do you know anything about who rescued me?
Right: I really don’t know anything. Forgive me.
Didn’t X call it a truly miraculous return?
Zero: If there’s anything you know about me…
Right: Zero, I’m sorry…I can’t even analyze you…
Zero: I see… I’ll pass the program on to X…