In versions of Internet Explorer prior to IE9, when you visited a website, you would be able to see what Internet Zone it applied to in the Status Bar (assuming it was visible). For some inexplicable reason, this feature was removed. I am aware of the keyboard combination ALT + F + R but I believe the Status Bar indication of the Internet Security Zone was much simpler and intuitive.
Additionally, in troubleshooting situations where the zone makes a difference to a web application, it became almost immediately apparent if it was visible on the screen.
Thank you for considering this request