The relationship between Sizz-Lorr and Zim can best be described as jailer and prisoner. Despite only appearing in "The Frycook What Came from All That Space", it is quite evident that the Frylord demands complete respect and obedience from the Irken defective, going as far as scaring Zim into submission into calling him "My Frylord" similarly to "My Tallest" although it's probable not an actual form of respect but rather something to remind Zim of who is in charge as Sizz-Lorr made sure Zim never forgot to address him as such or else.
Sizz-Lorr (like the rest of the Irken race) hates Zim and has made it his mission to make Zim's life as horrible as possible, by giving him any and all unenjoyable and humiliating tasks he could think of around Shloogorgh's Flavor Monster. Whether that was on the Tallest orders or Sizz-Lorr's own sadistic enjoyment is a matter of debate.
Even during Zim's "breaks", Sizz-Lorr forced him to work, and to add insult to injury he did not even give Zim pay or allow him to leave the restaurant. And his hatred of Zim only grew when he managed to escape The Great Foodening not once but twice, forcing Sizz-Lorr to endure well over 40 years of overworked fast food services alone.
Zim, for his part, returns the hate but quite possible fears Sizz-Lorr, to the point that he had to repress the trauma of working under the Frylord after arriving on Earth.
Another possible reason aside from his "mission" that Zim escaped Foodcourtia is because he did not want to live in fear working for Sizz-Lorr for the rest of his life and actually gloated his victory over his former employer once he managed to leave the planet.