Having seen every other Steel Angel Kurumi, I don't think this OVA could have finished things off in any worse a way. If you have enjoyed the rest and are thinking of finishing things off with this, save yourself the disappointment; the series should have ended with Steel Angel Kurumi 2.
Zero is essentially a completely different style and tone to every other episode. From what I can tell it's more oriented to the background lore of the manga which is glossed over alot in the other anime adaptations. It's basically an attempt at a futuristic romance which sounds like a fun concept, but it just fails to be interesting in any way.
The artstyle is emphatically bland. Characters move from one grey, vaguely sci-fi room of their apartment to another, repeat. Very seldom is there anything actually interesting going on, the only thing i can remember is the characters' hair because that was the only colourful thing about this drab mess of a world. The originals had lots of colour, shounen-style action scenes, chibi cutaway gags; all of this had to be scrapped for Zero and replaced with characters just emoting on a set.
I can also barely remember the story since it was equally bland. The description is accurate because that's all that happens. There's some weird subplot where Excelia is showing something happening to Kurumi that resolves itself anyway, I think? By the time I got to the 3rd episode I was so bored I think I just started to disassociate and try to escape to any other not-horribly-apathetic anime. Even SAK 2, which was a parody of the original had more going on than this. Hell, even single standalone episodes of Encore had more interesting and memorable plots.
Characters are similar to the original anime, but since the tone of the anime has gone from 'piledriving mechs in Taisho-era Japan' to 'Kurumi and her gal pals get into very minor drama', the dramatic traits those characters have can't shine through. This affects Karinka in particular, who was probably my favourite character because of the chaos she brought to the quasi-yuri dynamic Kurumi and Saki have, but is now bland and uninteresting. Excelia in particular was interesting but the anime gives her so little time to develop it felt like she was barely there, I'll have to read the manga to find out more because there's just nothing here. It probably doesn't help that this is the only SAK that didn't get an (unintentionally hilarious as always) ADV dub.
It's hard not to compare this to the originals, and maybe if you are a religious fan of the manga this is absolutely your thing. But for anyone else, I can't find any good reason to watch this.