Bash is pretty standard. You aren't going to spend a lot of time tweaking it, you'll just have a shell.
ZSH is insanely modular and expandable. There are many plugin managers such as oh-my-zsh, and they allow you to do things that just really make your life easier. Things like insane tab completion, programs like pacman and git will allow you tab complete commands and flags. Not just files.
This is just one example, but using a setup shell in ZSH is like using a car with all the add-ons and gadgets. It's nice, but not essential. It really depends on your priorities.