Just a thought...what if Zurg is a brain pod living in an advanced robotic suit?
That would explain why he is never seen not wearing his trademark outfit, his lack of walking animation (in several clips he appears to be gliding across the floor, though this could just be the animators not wanting to animate the robe's movements) and his unusual abilities could be technology installed into his suit, such as the gauntlets that can change into weapons, and his laser vision could just be regular lasers installed around the eyes.
This would also help explain why in the Club Buzz slide show, he was able to be stopped by having his battery removed.
It also would explain the lack of consistent evidence supporting wether or not he is a robot, since as a brain pod in a suit, he would still need organic substances such as food and water, and still need to sleep.
As for him wearing rocket boots, it's possible he still has legs, but they are attached to wheels or treads (like XR) and thus he could still wear them. Or, it's possible the rocket boots were altered so be attached to his robotic body.
Or he could have just lied about the boots, too, I guess.