This is a very common leaf spot disease that Zinnias often contract, although some cultivars of Zinnia have more resistance than others. (Weather also plays a large role in disease spread and severity. The wetter the leaves stay, either from rain or irrigation, the more likely they are to get infected.)

An overlap of more than one leaf infection is also possible. Most of these spots may be Alternaria (fungal), but some bacterial spotting is also possible. There is no curative treatment, and use of a fungicide is not recommended at this point for several reasons. (It's too late in the season to be very useful; spray residues may harm pollinators visiting the flowers; and there is little uninfected foliage left to treat, since the spray would only help to prevent infection, and cannot reverse symptoms or existing disease.)

The seed viability is probably unaffected by the leaf spot, although we don't know what the normal seed viability is for this variety anyway (and there are too many Zinnia varieties to identify this one from its appearance alone), since double flowers (those with extra petals) probably lack some flower parts needed for seed production. You probably want to wait to sow any collected seed until spring, as Zinnias are not winter-hardy in our area. (Sometimes the seed of frost-tender plants can survive the winter even if the parent plant does not, but it's safest to store them until the weather moderates in spring.)

Miri