The quality of an exported show is lower than with a straight-up Zoho show, but it is still better, in my opinion, than PowerPoint's own coversions to HTML, where you might even lose content. The process of creating Zoho HTML is also somewhat roundabout. If you want to add the show to a course Blackboard, then even after uploading to Zoho and exporting to HTML, you will still need to zip the exported files and upload them to Blackboard where they can be 'opened as a package.' The process is the same here as for the built-in HTML conversions.
Click here to view a locally stored HTML version of my Zoho show. You'll need to click the "Start" button to launch the show, which will then open in a new window.