Oda doesn't do baits. Everything he builds up to is with a purpose. He'll throw in gags in between to keep people entertained, but his storytelling is generally played straight.
If Oda is building up a connection between Zoro and the Shimotsuki, specifically Ushimaru and Ryuma, it's for a purpose. What that purpose is, we don't know exactly, but it will mean something. Even the Sunnachi point you claim didn't lead to anything when it actually did. It's confirmed Zoro learned the term from Kozaburo who forged his blade Enma and came from Wano, and in the same SBS Oda confirmed that, he teased Zoro's bloodline. And here we have Ryuma and Ushimaru resembling Zoro almost to a T, and characters acknowledging the resemblance.
Theorizing he has blood ties to Wano and the Shimotsuki is the reasonable conclusion.