This sounds like you have a .zshrc in place already - if you mv it out of the way, and re-run zsh from bash, it should prompt you

This is the Z Shell configuration function for new users,
zsh-newuser-install.
You are seeing this message because you have no zsh startup files
(the files .zshenv, .zprofile, .zshrc, .zlogin in the directory
~). This function can help you with a few settings that should
make your use of the shell easier.

You can:

(q) Quit and do nothing. The function will be run again next time.

(0) Exit, creating the file ~/.zshrc containing just a comment.
That will prevent this function being run again.

(1) Continue to the main menu.

(2) Populate your ~/.zshrc with the configuration recommended
by the system administrator and exit (you will need to edit
the file by hand, if so desired).

--- Type one of the keys in parentheses ---

At this point, press 2, and you should get the kali default zsh.

Did this fix it for you? Are you still experiencing the issue?

This report has been filed against an old version of Kali. We will be closing this ticket due to inactivity.

Please could you see if you are able to replicate this issue with the latest version of Kali Linux (https://www.kali.org/get-kali/)?

If you are still facing the same problem, feel free to re-open the ticket. If you choose to do this, could you provide more information to the issue you are facing, and also give information about your setup?
For more information, please read: https://www.kali.org/docs/community/submitting-issues-kali-bug-tracker/