There’s actually a few serious, serious advantages to learning with a zoom pedal and headphones over (just) a low end bass amp.
First, simplest, is that it has an excellent tuner. You need a tuner and the one in the zooms are easy to use and way better than clip ons.
Second, it has a drum machine. Practicing bass with some kind of timekeeper is a whole lot more effective, at least in my experience. Timing is a big part of being a bassist and there is no substitute to playing with drums.
Well ok, there’s metronomes, but drums are way more fun. Plus IIRC the Zooms have metronomes too anyway.
Third, there’s everything @itsratso brought up around enjoyment.
Fourth, you can get loud. Playing into a Zoom, through its (pretty good!) Ampeg SVT amp sim, and into headphones at a decent volume, is going to sound way more badass than a cheap small bass amp turned way down.