Neither of my zero turn mowers came with a ROPS. I do mow some substantial slopes with them -nothing crazy - but I don't feel I need one. I have a walk-behind for steep slopes and dangerous areas such as along drop-offs and I respect the limitations of my machines.
The center of gravity of most zero turn mowers is such that when traversing slopes the back wheels will slide down a bit rather than the machine tipping sideways. Yes you could still lose control and roll the machine, especially if a tire rolls off the rim, which can happen if not properly inflated or a tire could fall into a hole. But from my study of zero turn accidents, flipping over backwards is usually the biggest concern. This can happen when your tires are spinning going up a hill and you suddenly gain traction, if you rapidly accelerate or if you roll backwards and then suddenly stop.
On the other hand, my compact utility tractor has a ROPS and I wouldn't want to be without it. I buckle up even on level ground when operating it. It's a pretty tippy machine and I've been on less than 4 wheels on it many times. Just last weekend I almost tipped it tending to my compost pile (riding up on top of it while it was uneven) and had to drop my front-end loader bucket quickly to stabilize it.
Bottom line, don't be stupid or over confident when operating equipment and leave a sizeable safety margin, ROPS or not.