Thanks KotakuAs much as I like the series, I don't think it raises any philosophical questions. They only thing on the list there is probably the nature of time travel, and even that is only used a as game mechanic and never really any exploration of philosophy. There is a lot of debate over the timeline, but that's less philosophy and more putting together a jigsaw puzzle that's been through the shredder a few times.
If they wanted to do a Philosophy of [Video game] book, BioShock would have been the obvious choice with the use of objectivism and the idea of freewill. Half Life 2 has some of the same questions (minus the Rand) and even Portal could work with some philosophy relating to artificial intelligence and the psychology of Skinner boxes. However, Zelda really doesn't seem to be that type of game though. To me it's always been a tribute to the fantasy genre like Heroes is to comic books and Indiana Jones is to the old adventure serials.