Zoglins seems to consider lava as a danger to them and will prevent them from pathfinding through lava, even though zoglins are undead nether mobs that resistant to the fiery depths of the Nether.
Zoglins won't walk through lava while following an enemy
Zombified piglins, wither skeletons, and zoglins jump too low in lava, preventing them from escaping
Hoglins, zoglins, ravagers, iron golems, and polar bears won't walk down a block if they are partially walking on air
Wither skeletons and zombie pigmen won't go through lava to get to enemies, even though they can't burn