In general, VPI recommends cartridges that weigh at least 7 grams with a compliance of 10 or higher for their tone arms to work their best. The Zephyr weighs 10.3 grams and has a compliance of 10. I see that your Shure M97xE weighs 6.6 grams (close enough), but I can't find any listed compliance.
I would echo the above two replies, that if the Shure sounds great to you, then don't worry about it, just enjoy the music.
I would echo the above two replies, that if the Shure sounds great to you, then don't worry about it, just enjoy the music.