MMZ4 was incoherent to say the least, and I highly doubt I'd ever consider it canon, were I in charge of maintaining Megaman's timeline. Besides, it clashes with the "Zero come back even when you demolecularize him" concept used ever after MMX2.
Dang, that's what I get for playing too much Megaman in my early days. I should've stuck up with luring the girls with the Power Rangers fighting game. I swear, I made one of them cringe every time she saw the Yellow Ranger ("Tiger Crash!" and if you didn't understand this, well... time to buy a good 'ol Sega Genesis)

Evrain