Both implementations use asynchronous io. The difference is simply the API they expose - each implementation simply uses the best api available. With Node the dominant programming model is callback-based so that's what is used. Python has the advantage of a strong and well-supported coroutine library (gevent) so python developers aren't used to putting up with callback spaggheti.

tl;dr zerorpc is agnostic and each implementation uses the best tool for the job.