I have to modify your example a little.
You have those 8 zones from left to right. But also suppose, the inside of these zones is not uniform, but there are fine details inside each of them that you don’t want to loose.
Your objective is to do something that lowers the contrast: raise shadows, lower highlights. In the opposite case you are better of without a guided filter.
The naive approach: You make dark pixels brighter and bright pixels darker. This will probably be fine at the borders of your 8 zones, but you will very quickly notice that the fine detail within the zones starts to look bad because of lost local contrast.
Using a blur-filter: You try to preserve local contrast by using a blur mask, trying to apply almost the same modification to pixels that are close together. This will preserve your fine details, but it can cause artifacts around your hard edges. For example there could be a very dark border on the dark side of your edge, because these pixels are close to bright pixels and were therefore darkened.
The guided filter is the best of both worlds. You have a threshold to tell it, what a hard edge is. It will blur areas with small details (so they are treated the same) but preserve the hard edges (so both sides of the edge are treated differently).
I have also tried to explain this here: Tone Equalizer proposal
So it is correct that you would loose some control over the affected areas of the image, when applying a guided filter to a tone curve or a zone system interface. The region you affect would be smoothed, similar to feathering, as long as there is no hard edge.