It depends which way you look at it, but it's basically all the same thing.
When you play media you are actually already using a zone. If you look in Playing Now, it will be called "Here" or "<your server name>". This is the default zone that is created automatically, all settings you make are stored in that zone and it's the one that you connect to automatically.
However, you can create new zones. You might do this, for example, to output audio to HDMI instead of your sound card's outputs. Or you might want to separate your sound card's 5.1 outputs into 3 discrete stereo pairs to output in sync or separate music to each pair. Or you might want to send output to another instance of MC that's running on antoher PC somewhere on the network. Or you might want to send music to a DLNA device....
Each one of these situations requires setting up a zone. Each time you want to send msuic to a different device, you need to select the relevant zone in Playing Now. Note, however, that DLNA devices automatically appear, you don't need to set them up. What you do need to do is configure then, in Tools/Options/Media Network.
ASIO and WASAPI etc are configuration options specifically for local sound cards, just as there are configuration options specifically for DLNA devices. DLNA in itself isn't a configuration option - it's a destination. Are you simply saying that the DLNA configuration should be moved from Media Network where it currently is, to the Audio section (which at the moment is only applicable to local sound output rather than networking)? What would happen when you want to play music locally instead? Would you have to go into Audio and change the destination back to WASAPI?