That's strange - whenever I use the crown to change to a different page on my workouts, it stays on that page until I spin the crown (or swipe down). I have to say that I don't do outdoor cycling workouts, so perhaps cycling is different for some reason, but it always stay where I put it when I do running or walking workouts.
But if you press the edit icon top-right in "Outdoor Cycle Workout", scroll down to and tap "Preferences", tap "Outdoor Cycle Workout Views" at the top, scroll down to the bottom and tap "Reorder" and put the HR Zone page at the top, does that fox it?