I can't see anything they are doing wrong here. If you want to load the free firewall from their site, you can do so without any problem or messages at all.
You chose not to do that, but instaed to do a (free) scan of your PC for spyware. The free scan found some - and I presume offered you some choices if you wished to remove it using their paid-for products (not Zone Alarm).
You could have ignored this, and simply gone back and downloaded the free Zone Alarm if you had wished. Their Internet Security suite - which dows many other things is not free.
So why the beef?