It is indeed a bit of strange.
The only thing that looks a tiny bit of suspicious to me is that in the UpdateColor method: the entity to be changed is identified by "this.GetObjectId()", which in turn tracess back to a Handle of the Zone object. Is there chance that the handle belongs to another opened drawing, rather than the current MdiActiveDocument when the UpdateColor() is called in the test?
I am not a fan to get MdiActiveDocument and lock the document in every CAD operation method, if the class already has means to identify its dependency database. In your case, the method this.GetObjectId() already implies that the Zone class itself knows which database the handle belongs to. So, why you need to get MdiActiveDocument in order to reach a database, and then the TransactionManager? You could do:
var newObjectId=this.GetObjectId()
using (var tran=newObjectId.Database.TransactionManager.StartTransaction())
{
....
}
This way, you could leave the document lock completely outside the UpdateColor method and let the calling process to decide whether the locking is necessary. For example, in Document context, there is no need to lock, while in Application context (such as the test here), you need to explicitly lock the doc in your test call.
Also, we all know, if the test involves the AutoCAD process, the test effectively changes from "unit test" to "integration test". and it is hard and time consuming. So I am never of fan to do that for not worth the time, in many cases. But for your Zone class. if "unit test" is required (I know, some bosses/companies demand it), I'd stick to "unit test", not "integration test", that is, I'd consider some mocking dependency to replace AutoCAD by supplying a mocking/empty UpdateColor() method for Zone class's unit test: after all, the unit test for Zone class is to make sure when RenumberZone() is called, something should occur as expected, so, as long as mocking UpdateColor is called, the unit test should pass.