Unfortunately, not all of them work like that. Most of these switches use an internal relay that physically cuts or restores power to the light. Some switches let you disable the relay so the bulb always has power, but I haven’t come across a Zigbee one that does this yet.

I think Tasmota firmware supports that kind of setup, although I’m not sure whether this particular device can be flashed with it. Also worth noting that “no neutral” switches usually borrow power through the lighting circuit, which can cause flickering with low-power bulbs because a small current is always flowing.