As in bash, in zsh, this works:

printf '%s ' {2..23..3}; echo

As this also work:

set   -- {2..23..3}
for   i
do    echo "$i"
done

As this:

set   -- {2..23..3}
for i; do
      echo "$i"
done

As your code work:

for i in {0..20..2}
do
    echo "$i"
done

As in bash, in zsh, this works:

printf '%s ' {2..23..3}; echo

As this also work:

set   -- {2..23..3}
for   i
do    echo "$i"
done

As this:

set   -- {2..23..3}
for i; do
      echo "$i"
done

As this:

for i in {0..20..2}
do
    echo "$i"
done

What works in zsh but not in bash is ranges with variables:

a=2 b=23 c=3
set   -- {$a..$b..$c}
for   i
do    echo $i
done