Zbrush’s renderer is good for lots of things and can be used without a third party renderer. In fact, Zbrush materials only render in Zbrush. Zbrush doesn’t give the degree of light handling and advanced material work, which is why many artists complement with other renders. Many other artists such as Meats Mier do a considerable amount of illustration directly in Zbrush.
I use both ZB and external renders. You also don’t need to spend a lot to try outside renders if Zbrush’s renderer is your cup of tea. Blender for example is free. Modo (which has a pretty nice render is about $1000.)
Many 3D artists use a whole host of tools, but it is unfair to call Zbrush “deceptive” because these artists use more than Zbrush alone. For example, Zbrush doesn’t have an animation system or game engine, but its hardly “deceptive” that a huge amount of game art is done in Zbrush.
I think you should work on master Zbrush’s own rendering system before choosing to write it off.
Moreover, I do almost all my painting in Zbrush initially, and only occasionally take things into Bodypaint (Maxon) or Photoshop (Adobe) to tweak thinks for a particular rendering engine (usually for game-level RT engine.)
-K