It's possible it was at some point, but my local copy of vim tells me it is 'same as ":x"' in `:help ZZ`

You never accidentally used it on an unnamed buffer?

unnamed as [No Name]? both :wq and ZZ (:x) do the same: "E32: No file name"

Sorry, unnamed AND unmodified. My bad.

And actual advantage here is that `ZZ` can be your "quietly quit anything" key. It'll close quickfix, locationlist, previewwindow, etc without complaining.