Zune supports Arexx port already. The difference is that MUI enables that port by default, but in case of Zune a developer needs to add the following attribute when creating application:
MUIA_Application_UseRexx, TRUE
There is also I fix that I did that enables the port if MUIA_Application_Commands is passed. I'll include it next patch for ABIv0 release. It's already included in ABIv11.