The Zynq is advanced because you need a lot of background knowledge to make it do anything useful. For example, to have the FPGA fabric talk to the ARM CPU you need to be able to design (or at least use) an AXI bus interface. With the HDMI interface connected via the FPGA fabric it is a bit like needing to hand-build a 32 bit PCI interface before you can use a video card. It is also 'advanced' in that the multiplier blocks in low-end FPGAs are now DSP blocks which can do a lot more, but require a lot more design effort to use efficiently.
It takes a long time to place and route designs on such a complex FPGA, it is not uncommon for a design to take 20 minutes or so to implement on my laptop, compared to a few minutes or so on an Spartan 3E. This makes it really slow turnaround if you are just learning and trying things out.
In some respects the Zynq 7020 is a relatively large FPGA for hobby use - compared to a basic Spartan 3E FPGA starter board, with 560KB RAM and 220 DSP blocks vs 48KB and 20 multipliers for a Spartan 3E-500. However, in equivalent gate count it is about 1.3 million ASIC gates, compared to the Spartan 3E-500's 0.5 million - but then equivalent gate counts is a meaningless metric

. It also clocks a lot faster then older chips - designs running at 300MHz or so are possible.
The extra DSP and RAM blocks reflect the target market for the device - real-time DSP with the ARM supervising what is going on. You can implement complex low-latency filtering of 16-bit 250MHz signal with this sort of stuff...
Oh, and a FPGA dev board will have lots more switches and lights to play with!