Well, I first considered this not bug but a feature.
Though, I was not quite sure if this behavior makes sense.
I'll change it as you describe it in one of the next versions.

Zeecontrol simply forwards the actions you do with the Zeemote as keyboard inputs to the GUI.
That means that you should basically be able to control every game/emulator/application using Zeecontrol that you can control via keyboard input.

Edit: Of course you have to be aware of the limiation that the Zeemote has a maximum of eight "buttons". I.e. the Zeemote joystick simulates four buttons (one for each direction) and the remaining four buttons map to the Zemmote buttons A-D.
Also note: I do not provide any warranty for Zeecontrol working with your application etc. or even for Zeecontrol working at all.