I think you gave the answer yourself already. With a new version comes new features or database / config changes. For that reason we push always the config backup on the ZD so you can roll back. In that case use the upgrade function select the old firmware and after that upload the config backup of that version.
With SZ, we recommend to make a cluster backup, which is a full backup and you can restore to that also with the restore local command in CLI or via the webgui.
When you for example running version 9.8.3 on the ZD and you want to upgrade to 9.9 you are pushed before doing the upgrade the config backup for version 9.8.3. If you don't have that, you declined it before the upgrade.
So you should have the old config backup of your previous software installation.