It is a conversion that has been done, but not by many people. It's a big job (and potentially very expensive). The KV6 is a very tight fit in the ZR engine bay for a start.
You would need to manufacture your own engine mountings, and it would need a third party ECU (the one from the ZT won't work with the ZR). Might need some modification of the engine bay metalwork too. It isn't just a case of fitting different engine mounts and simply dropping it in.
It also has the downside of being very heavy compared with the K4 normally found in the ZR, but without the torque of the L series diesel, so the performance gains are rather less than spectacular (the K4 VVC can be improved to give better power and performance than a KV6 conversion).
It is why the vast majority of people who wanted more power have gone for a 2 litre T series turbo or a 1.8 litre K turbo.