The Zune is the ultimate in... "patronizing". For the Zune, you are a gibbering idiot that needs to be spoon-fed. You cannot handle anything by yourself, the Zune takes over for you. You have to play by its rules, it will not do anything the way you want it to happen. Contrary to that, the S9 will work the way you want it to work, it will not make a fool of you - unlike the Zune.
That's the difference between the two players, explained in an allegoric way.
Not to mention the Zune has NO features, not even an EQ, while the S9 is very customizable.