Indeed Zentyal admin running on server it manages is not the most secure, I agree but at least running Zentyal admin ensures you can only execute what Zentyal GUI exposes. There is no delegation model, this is another weakness but almost all tasks are quite high level.
Wemin on the other hand permits much more "low level" actions and you can install tons of modules with some being able to easily and quickly crash your server forever or widely open doors.
This said, if you are happy with webmin, of course you're free to use it on whatever system.
My personal advise is to not use it on Zentyal.
Most (not all, I do agree) of the task you describe can be executed from remote and authorized client. This is much safer