More like a possible sign of stress, actually. While zorua illusions normally require a certain level of concentration, some zorua may do it on instinct as a self-defense mechanism. You may wish to examine zorua’s daily habits (his sleep schedule, whether or not he’s eating well, and so on) to see if anything’s bothering him, and if nothing jumps out at you as strange, then pay close attention to his behavior shortly before he changes. If he seems agitated, it’s a self-defense mechanism, and you may wish to train him to better control his panic. If he seems fine, then yes, you may wish to take him to a pokémon center for a check-up, just to see if anything internal is causing him stress.
Best of luck!