If a person cheats they will get a bad grade,yes. But if a person cheats and gets caught they will be sent to the pricable's Office. This debate should be called Is Getting in Trouble With Your Parents Better Than Getting Expelled. Do you want your parents to slap you when you get home?
A zero is embarrassing, to be sure. However, it is not a total disgrace. Cheating is a total disgrace because it shows a lack of character. One can get a single zero and learn a lot from that hitting bottom moment. Then he or she can go on to work harder and do differently.
A zero grade will impact your grade, but being caught cheating can have even greater consequences. You may be dropped from the course and given F, even be banned from the institution. You will be discredited in some way. This will impact you in the future. A zero is regrettable but does not have as far reaching implications.