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I wasn't aware of Zettlr when I started using Obsidian. I do recall looking at the features and may have tried it briefly but went back to Obsidian. From the Zettlr feature list I don't see plugins as a feature. Quick googling shows it appears to be something they will not implement any time soon because it is too difficult: https://github.com/Zettlr/Zettlr/issues/657
There are many ways to include LaTeX math in markdown files. The downside is that there's no consistent standard. Markdown math that looks fine rendered in one tool won't display correctly in a different setting.