zsh shell integration isn't respecting new lines when continuations are used

[Tyriar]

From @pfitzseb in #155315 (comment)

Then again, the zsh integration doesn't do linebreaks well either:
Peek 2022-07-18 20-10.webm

[meganrogge]

the \n char isn't coming across in run recent

[meganrogge]

/duplicate #157546