I see this quite useful if you have a big model with many objects.
highlight the component that outputs geometry and have a button in right-click of the component to zoom to the geometry in Rhino.
The Rhino command works only for baked objects, and the GH Zoom Selected does so only in the canvas.
This exists already in GH1. Select the component containing the geometry you want to zoom to and in the radial menu select zoom (the icon that is a magnifying glass with a red cylinder. It will zoom you to that geometries preview in the Rhino viewport. (you can get to it also by View > Zoom > Zoom on Preview - which strangely has a different icon than the radial menu one)
, I never use this radial menu.
Ok, redefining my wish.
Please have this in the right-click context menu. 
But it is in the right click menu. Select some components right click anywhere on the gh canvast just not on a component and you get a zoom option
damn!
Well, then, never mind.
Thanks @lando.schumpich.