As you can see in the picture here, the trainer has a Zorua as his Buddy Pokemon, and sees a Zorua without an Illusion in the wild. Therefore, when Zorua is your buddy, wild Zorua will not take on the form of a different Pokemon.
On a less accurate note, u/wumboellie and u/VoidTorcher mention in the comments:
Zorua was caught” “Oh?” “Zorua was caught!”
This animation is actually skipped if you do this.
In the situation where you catch an un-Illusioned wild Zorua, the "Oh?" animation is skipped, as one might suspect.
Hope this helps!