Zoro as a kid had a one track mind. He was all about physical strength and just cutting things really hard. That translated to monstrous physical strength, unrivaled in the East Blue outside Luffy. This is why he likely didn't try to learn more about haki from Koshiro.
Koshiro was also teaching a dojo. Even though Zoro was better than all the kids, he isn't gonna get special treatment where he learns more advanced techniques. His field of knowledge was mostly limited to what his peers were learning. If he wanted to learn more, he'd visit Koshiro on his own time, which again, he didn't think too much on what Koshiro was telling him at the time.