Hmm you are right, looks like this is a bug so you will need a trial-and-error workaround I think:
You can keep the Set Zoom to (200,200) enabled instead of using layer for the "Start of Layout" event.
The always event I find works well with System actions:
Scroll to X: Sprite.X - (DisplayWidth / (ZoomX / 10))
Scroll to Y: Sprite.Y - (DisplayHeight / (ZoomY / 10))
This works well for 1024x768, but you might want to tweak the number 10 in that for smaller resolutions.