To protect themselves from danger, they hide their true identities by transforming into people and Pokémon.
– Pokemon White Pokedex
Even though it’s not a legendary Pokemon, Zorua is an event Pokemon, which makes it annoying to get on your Pokedex if you missed the event (especially since the event is for a 4th gen game; you have to get the event Celebi in a 4th gen game and bring it over).
It’s featured in the 13th Pokemon movie. Its ability is unique to its family, where it comes out disguised as the last Pokemon in the trainer’s party, and only changes back when attacked. It could be useful if it was disguised as a Pokemon weak to Psychic moves, so the foe will try to use a Psychic move on it, which it will be immune to. In the game, and the movie, it apparently can transform into humans.
Stat-wise, it has high Sp Attack, Attack, and Speed.