[misc] add zmq in collect env (#7119)

Author: youkaichao

collect_env.py

@@ -65,6 +65,7 @@
     "optree",
     "nccl",
     "transformers",
+    "zmq",
 }
 
 DEFAULT_PIP_PATTERNS = {
@@ -77,6 +78,7 @@
     "onnx",
     "nccl",
     "transformers",
+    "zmq",
 }