Zoe leaned into Gabe, partly from exhaustion and the fact she was physically weak. She hadn't eaten since probably breakfast the day before, the sleep she got was just because of a body system shut down and her emotional state was a wreck.
But Gabe gave her exactly what she needed, a safe space to cry in and cry she did because there was nothing else she wanted to do. It was a little embarrassing of course, Gabe had never liked Greed so he'd see it as a good thing (once she could form words that weren't drowned, but really, only one thing made a person break down like this).