"Light Bulb" - I get it now (I think!).
Connect shows HR % of max. (not configurable) on the summary page, but you set HR zones to HRR (Heart Rate Reserve - the difference between Resting HR and Max. HR) which is what the Training Zones are calculated on.
I'm "watching" the wrong configuration - it should be % HRR, which then relates directly to Training Zones.
So, let's try that again.....