It makes perfect sense; you are simply confusing training samples with inference context. "Zero-shot" refers to zero gradient updates (retraining) required to handle a new class. It does not mean "zero input information."
> how would the model know what voice it should sound like
It uses the reference audio just like a text based model uses a prompt.
> unless it's a celebrity voice or similar included in the training data where it's enough to specify a name
If the voice is in the training data, that is literally the opposite of zero-shot. The entire point of zero-shot is that the model has never encountered the speaker before.