zshenv’s selling point isn’t necessarily that your typical functions are available across scripts (though that can be neat, too – I source aliasrc as well as an utils script file in my shell config) – it’s that it’s there for non-interactive shells too, whereas zprofile is only applied for login shells (and zshrc only for interactive ones).
So for example, I could open a command in my editor of choice (Helix’s :sh for me), and if I define stuff using the zshenv, all of my aliases etc. are right there. I just have to avoid naming conflicts for script function names if it’s the default shell, but that’s pretty easily done.