Julia shell is not really using *your shell. In fact, it’s not running a shell at all, for example, ls * doesn’t work because * is expanded by shell program (bash, zsh) and Julia is not using any of them.
you can, however, run zsh as the first thing at shell > and that will drop you into your zsh. But I don’t think that is a particularly useful workflow, you might as well just Ctrl-Z the Julia instead