Well, they are simply close enough in level that one can not beat the other with ease without excerting themselves a bit. It's an interesting case where Lucci is stalling Zoro, hoping Kizaru and Saturn mops up on their end. At the same time Zoro is keeping Lucci honest so the others can do business before the escape.
But where as we know Zoro still is in Gear 3 and has yet to whip out bandana, Ashura or AdCoC his opponent has not shown that he has more gears. So when Lucci says Zoro is an anchor holding back the ship, Zoro is saying he is only acting as an anchor until the captain says they are ready to sail. And when he gets the signal he will simply haul up the anchor allowing the ship to sail (and Lucci to be defeated).
But where as we know Zoro still is in Gear 3 and has yet to whip out bandana, Ashura or AdCoC his opponent has not shown that he has more gears. So when Lucci says Zoro is an anchor holding back the ship, Zoro is saying he is only acting as an anchor until the captain says they are ready to sail. And when he gets the signal he will simply haul up the anchor allowing the ship to sail (and Lucci to be defeated).
There might be 2 scenarios where either Zoro defeats Lucci and Jinbei sees Zoro's insane strength or Jinbei intervenes in this fight maybe have some convo with Lucci about Who's Who as they were related to each other.