In my case, there are 95 packages that depend on zlib, so removing it is absolutely the last thing you want to do. Fortunately though, GPT also suggested refreshing the gpg keys, which did solve the update problem I was having.
You gotta be careful with that psycho!
Why do people expect it to give perfect answers all the time? You should always question whatever it gives as an answer. It's not a truth machine, it's an inspiration machine. It can give you some paths to explore that you hadn't considered before. It probably isn't aware that zlib is a dependency for many other things, because that's extremely niche information. So it just gave you generic advice and an example on how to remove a package.