Consequences and state-of-the-art of NP ≠ ZPP?
Yes, it is safe to claim that most theorists believe that $\mathsf{NP}$ is not equal to $\mathsf{ZPP}$ -- and that most theorists believe that $\mathsf{NP}$ is not equal to $\mathsf{BPP}$.

One consequence of $\mathsf{NP} = \mathsf{ZPP}$ is that computational cryptography is impossible.  This is described as the world Algorithmica in Impagliazzo's famous five worlds:


A Personal View of Average-Case Complexity.  Russell Impagliazzo.  1995 Complexity Conference. (A PDF version is here).


Note that as far as practical consequences go, Impagliazzo says it doesn't matter much whether we have $\mathsf{P} = \mathsf{NP}$ or $\mathsf{NP} \subseteq \mathsf{BPP}$ (he even calls the latter the "moral equivalent" of $\mathsf{P} = \mathsf{NP}$).

See also What if P = NP? for additional practical consequences (assuming the constants hidden by asymptotic notation are not too large).

I don't know whether there are any surprising implications for complexity classes.