This is not Zen Mode, you still have limited balls and obstacles in your path.
Endless Zone is after Checkpoint 11 when you reach the Hexagonal Corridor on an auto opening Door.
Sometimes, a bug may cause the game to switch between any stage. The bug will only last until you quit or lose. This is caused by exiting the game and re-entering it while playing. It will then teleport you to the endless stage on next opening session. You should encounter repeated rooms with this bug.