This has been raised in Bug 32204 - Desktop Client doesn't use configured persona address in from: field but the bug was marked resolved. For me at least, it's still happening in the latest builds (build 1531 at the moment).
Can someone else please try this in ZDC?
Go to Preferences>Accounts
Make sure the account of type Zimbra is selected.
Under "Messages sent from this account have the following settings:" set the field labeled "From: Choose the name that appears in the "From" field of email messages" to something OTHER than the address which appears in the read-only "Email address" field. Save your Preferences.
Now send an email to address outside of Zimbra. (E.g. Gmail.)
In the receiving mailbox, take a look at the original of the message and observe the values in the From: field and the Return-Path: field. In my case, both of these still have the value from the "Email address".
If you then try the same thing with the Web Client, both fields follow the Preferences value.
IMO, the From: field should match the Preference, as in ZWC. However, I'm not an expert in SMTP, but I believe the Return-Path should match the "Email address" field--i.e., it should be constructed so as to deliver mail back to the account used to send the email.