Don't think I've ever seen Zaha play, but the 8 minute Youtube compilation of him wasn't too impressive.
From what I've read, he is very highly rated, so there probably is something about him. Personally I'd rather we spent our money on proven/ready-made players, who can come in and contribute straight away, especially when we still have the likes of Chamberlain, Gnabry and Ryo. £11m is a lot of money as well.