Try grinding the area you "burnt" that zinc from. Notice if the sparks look like regular steel. If not already doing so, use e-6011 to weld with. This should vaporize any small amounts of zinc.
As far as being an alloy steel it is unlikely that that is the cause. If the pipe is oly .080" think, its possible you are melting through the pipe and picking up zinc from the internal surface.
Good day
Gerald Austin
yeah, sounds like there's still some zinc on it. when you heat up the pipe to burn the zinc you'll actually see the zinc burning w/ a white flame, and you can hear it crackling. when you take the heat away you'll see where the zinc has peeled back from the steel farther up the pipe from where u were heating. usually the zinc burns off when the steel turns red hot.
and yeah, like gerald said...the 6011 rods work well for dirty metal. the harsh arc burns off all kinds of nasties.