The philosophy behind the Zoner is diplomacy over weapons.
This is reflected in their ship, the Whale. You need to rely on your wit over your broadside to get out of sticky-wickets with it. The reason that it is relatively cheap is because it has no weapon hardpoints. (Your diplomatic capability doesn't need to be mounted.)
Of course, there's more heavily armed transports out there; so if this Whale isn't exactly your cup of warm, black and oh-so-tasty Colombian coffee; and your tongue isn't as smooth as a serpent's; I suggest you look into more viable solutions, such as the generic Advanced Train. That is more expensive, yes, but it at least has guns.
It actually doesn't have too many guns, which brings me to a point I should note:
As a general rule - the larger the ship's hold, the less guns.
You trade big, be prepared to pay big.
Probably not as big as you'll make, though.
Use something smaller with more guns and maybe the pirates will pay big.
Or maybe not.
It all boils down to skill.
Good with RP? Try a whale.
Good with shooting? Try a liner.
