I add files to the other zone and it adds them no drama. Playback continues in the first zone.
I just tested it as well, and got the same results. I have two zones I used to test (Standard and Night). They're identical except that in one, I have the Night Adaptive Volume DSP enabled, and in the other I have Peak Level Normalize enabled. Both are using WASAPI Exclusive and point to the same audio device (Night was created by duplicating Standard and then tweaking it).
So, I did as you suggested and played a video in my Standard Zone, and then switched to my Night Zone and added a few music files one by one.
With
Start playing when files added to Playing Now disabled it works fine. Playback continues in the Standard Zone (I used a H.264 encoded MKV to test) and the audio files I added to the Night Zone queued up nicely.
With
Start playing when files added to Playing Now enabled it works as I'd hoped, and expected. When I add the files to the Night Zone's Playing Now, it tries to play them, and errors. Playback in the Standard Zone continues uninterrupted.
So, if that's not how it is working for you, something else is involved. What is different about your setup that could be causing it? Do you have complicated Zone Switching coming into play? Is your audio mode different between the two, or between you and me?