Can Zone Alarm hide/stealth more ports

I'll bet it was GRC that reported this.

As a general rule you only have to worry about ports that are shown as open, since those are the ones that someone could connect to and do something with. If a port is closed nothing is listening, so no problem.

One way you could think of for closed vs stealthed is to imagine a company phone exchange with lots of direct dial in numbers, but not all actually in use. A closed port means there is no phone on that number and the exchange reports back unobtainable. Obviously this is not a risk to the company. Stealthed means that the exchange does not give the unobtainable tone, it just sits there being silent. Being silent can actually give away your presence, since if there was really nothing there at all the local exchange (if well behaved) would have given unobtainable (reported host unreachable) rather than remaining silent!