Is it more natural to express "0" with a negative form?
Like in most languages, expression of the concept of not having anything in Chinese is most naturally done as a negative, viz 


  您没有未读消息。


My English voicemail employs "You don't have any unread messages" in the same way.

However, the use of 零 líng + a classifier like 個 gè is attested, albeit in very limited contexts, most commonly in temperature (to "count" 0 degrees of the scale, e.g. 零度).