Changing the contents of a policy by default does not close any existing session that matches it.

With Policy-Rematch the SRX can recheck the session after the policy has been modified.

By default renaming or renaming a policy will close the sessions associated with it, Policy-Rematch with an "extensive" option will change this behavior to do a policy rematch for the affected sessions.

https://www.juniper.net/documentation/us/en/software/junos/cli-reference/topics/ref/statement/security-edit-policy-rematch.html

How this behavior affect changing the zone of the interfaces used in the session?

The SRX will close the session even with Policy-Rematch Extensive.