This is known issue with the USG series unfortunately.
The other is that there are hard-coded DNS servers that USG uses for "system" type requests i.e. NTP time.
Both issues should be fixed and user should be able to control it ... unfortunately ZyXel seem to care very little
EDIT: Now I'm not sure, there are either DNS servers hard-coded or NTP servers hard-coded, or both. I'd need to do some sniffing to refresh my memory.