Craig didn't have to say that. It was uncalled for, no matter who was dancing or their level of skill. Nicky had a pair of dances that were hard dances individually, neither of which he had done before (and no, an American Smooth may be based upon a foxtrot, but they're not the same dance) and which didn't fuse well together in the first place. He was screwed from the start. The least the judges could have done was accept that he made a good effort at the dance (you know, like they did for Lisa).
Zoe might have kept silent, but she chose not to because she saw it as wrong. And...I might be misremembering, but didn't she call Craig out on his marking/comments on ITT earlier this series? It's not really a surprise that she might have an opinion on the matter.