For some reason, which is not clear to me, often when life gets chaotic, it's compared to a zoo; how often have we heard "what a zoo!" in these situations. My experience of zoos is that they are places of order with all the animals in their cages and paths that take us along the way. Anyway, I think the zoo in this question is being used in the first sense, to stand for the chaos, class warfare and absurdity of life that Jerry has lived through. Peter has not been to the zoo. He has money, status, and is involved in an intellectual activity when Jerry exits the zoo and meets him. Jerry is not going back to the zoo, although we do not know this as the play begins. He is finished with it and is going to enlist the aid of Peter in finalizing his exit.