All zeroing is, is the process of getting the point of aim in the scope to match the point of impact at a given distance. By clamping the gun, you ensure a consistent platform for the gun. Shot to shot, the clamped gun will not move (unless you're not using a crap stand or using a decent one badly) so you can truly measure exactly where the gun is putting the pellets and adjust the scope to suit.
However, I'd argue that for most shooters, zeroing from a bench with a bag or bipod would be good enough, even accounting for the lower consistency, human error factor and a less precise zero. Unless you're a competition shooter right at the sharp end, a 'human zero' will do the job, whether you're doing FT, HFT, hunting, plinking etc.
If you're doing benchrest or serious target disciplines, you probably will want to zero a clamped gun, just to be certain you've squeezed every drop of performance out of the gun that you can.
Zeroing from a clamp or stand isn't a tough job, if you have the space to do it.