ZeroTier’s network controllers communicate with each member of a network. When joining a network on your machine, your instance of ZeroTier asks the network controller to join. It does that by communicating to the network controller. As part of IP communication, the packets sent to the network controller have a return address so we can send packets back. That’s how the network controllers know your IP address.
ZeroTier isn not a “privacy VPN”. It’s not meant to hide IP addresses. You can see the public IP/port combinations of all peers running ZeroTier that you’ve recently communicated with by using the command line
If you’d like more information on the how & why of things, please see our Design Whitepaper on how ZeroTier works under the hood.