Dual zone setup with grouping - link system mode?

I just moved into a new place with a dual zone setup, the existing thermostats were Honeywell T6 Pro's. I setup an eco bee "5" on both floors. There is only one AC unit/furnace, but I'm guessing there is a zone controller (I'm not sure where this would be installed.) I have both thermostats working and everything seems fine, but I just found grouping on the Ecobee website, and I see there is an option to link "System Mode". Should I turn this on?

I'm not familiar with how dual zones with a single HVAC system works - can I be running AC on one floor and heat on the other (Of course that would be a waste of money, but just asking in theory?) Should I have this setting enabled? Or will that cause both floors to heat when only one thermostat is calling for it?

Right now it seems if I run heat on one floor the upstairs will show heat/fan running, and downstairs it will show no equipment running. This seems correct to me, but I just want to be sure before we get to the spring and may be running heat and AC on the same day.