I am still confused, because I think I have never enabled or installed ZHA at all. I think the point is that HA is auto discovering my zigbee stick (in the USB of my RPI) and starts doing something with it to prepare for a ZHA installation (which I never confirmed).
I just checked and these are the installed integrations, where you see my working ‘Zigbee’ integration which is basically a MQTT listener:
For the sake of I searched for ZHA, I find this one which is also the one that pops-up every now and then when I have auto discovery on:
And you also see that it recognizes my stick:

I just tested, but not it doesn’t interfere with my Zwavejsui, because it is already running. But after reboot, as @ArtyMarty described it is probably the race between HA auto discovery (for ZHA) and Zigbee2mqtt who comes first