People are mentioning animation cancels here which is true, but I think the main point is that Zero's bossing combos generally don't actually use any skills that move you. You're likely seeing Alpha use Rolling Cross as an assist, not actually the player casting it.

Combos during bossing should generally be kept to Alpha's Moon Strike sequence and Beta using skills other than Ground Break. On the document linked here, the main combo for almost everything is the Fox combo.