You will get 'full marks'! :-)
You have recognised it absolutely correct!
Yes, the zinc coating plays a crucial part at all. The main problem with joining steel to aluminium and its alloys is the most restricted solubility of iron into aluminium.
As a well-known this leads to those brittle constituents referred to as 'intermetallic phases'. The more energy transferred to the material while joining, the higher the fraction of those compounds. In other words one has to reduce the 'heat input' as much as even possible. 'Conventional' GMAW processes are rather non suitable thus for joining both materials due to the intermetallics' growth arises as a function of the thermal energy input. There was plenty of investigations on this in Germany and - in particular - in Austria either. Here also 'conventional' GMAW-P welding in combination with a low melting 4000 Al-Alloy was used. The results weren't that bad but rather non reproducible, with respect to a calculable amount of intermetallics. Using a special controlled process, makes it possible to reduce the 'heat input' drastically the growth may be reduced.
However, even though the exact metallurgical causes aren't fully understood yet, the zinc is assumed to being a kind of additional 'inhibitor' against the intermetallic phase growth. Also it improves the filler metal's wetting behaviour. That's exactly the reason for using zinc coated sheet metals when it comes to joining steel to aluminium.
Like I mentioned already. Also the Laser is an excellent tool for joining steel to aluminium, due to its excellent thermal input controllability. It has to be considered however, that the Laser does not activate the metal's surface as being done by an arc. Therefore one has to use particluar fluxes to enable both wetting and joining. There have some awesome papers and PhD Theses been written. In Germany especially the BIAS (Bremer Institut für Angewandte Strahltechnik) in Bremen, see also:http://www.bias.de/index_en_html/view?set_language=en
is specialised in the investigations of steel-aluminium hybrid structures. They have a most outstanding expert team with the BIAS.
In Austria, the company FRONIUS International has accomplished groundbreaking investigations whereas in regard to developing a controlled process referred to as 'Cold Metal Transfer' or abbreviated 'CMT' to be used for highly reproducible results (+ calculable amounts of intermetallic phases) in steel to aluminium joints. You know, there was one single man with the company who has researched for years on this topic and he has never lost the belief in that it will work someday. And it does, that's a fact. This process is by now - at least to the best of my knowledge - the only one which is suitable for joining steel to aluminium under serial production conditions. Always considering however the precautions to be considered.
Anyway, to shortly reply the second part of your question. Bare sheet steels or plates to aluminium joints are undergoing a dramatic growth of intermetallic phases what's the reason for the brittleness of the joint. You may almost rupture the joint by bending it over your knees.
EDIT: Have deleted a dispensable word ;-)