I think this is a bug in Zoom rather than a misconfiguration on the system.
For example, if I start zoom as root (e.g. sudo zoom-us) sharing works.
At first I thought it was something related to permissions, maybe a group my user was missing.
But if I unset the XDG_SESSION_TYPE variable, and start zoom as my normal user, sharing works 
For now, if I start zoom like this from the terminal, sharing kind-of-works:
XDG_SESSION_TYPE="" zoom-us