There are 2 things which would be very awkward if it really did become true
1: Zoro being Related to Ushimaru, specially his hair color or face being similar, it would be very stupid if Gyukimaru or Scabbards or Yasu never gave any indication of his resemblance to someone they knew
2: Denjiro being Koushiro, specially Koushiro having Wado Ichimonji but nobody ever asked Zoro how he got his hands at Wado, not scabbards and not Tengu when they were all expecting Denjiro's help, didnt it never cross their mind Zoro might've killed Denjiro and took his sword....