It's not an error. ZurichX is just the *name* of the scenery, which is the same in FS9 and FSX, the X doesn't have any relationship with the flight sim version in this case.
This, of course, provided you downloaded the fs9 installer, which should be apparent by the executable name. And, even if you mistakenly downloaded the FSX version, since you don't have FSX installed, the installer would have told you about not finding FSX anway. So, if you ran the FS9 installer (which also showed an FS2004 graphic on start) and it completed, you HAVE Zurich for FS9 on your system
Also, there's no "fsx purchase" and "fs9 purchase". As clearly stated on our web site, there's just ONE purchase, and is valid for both version. So, if you have installed Zurich in FS9 using the FS9 installer, you will see Zurich in FS9. It wouldn't be possible to install the FSX version if FS9 by mistake anyway.
So, you can go ahead and purchase ZurichX from FS9 and it will enable your scenery in FS9.