How exactly would that make sense that Zoroak could learn rough play?
I'm not saying you're wrong, but I'm curious to hear your reasons.
I am not a person who does the battling or even considers it to be the main selling point of Pokémon for me, so I understand if it's pointless in Zoroark having "Play Rough" (Esp. considering it wouldn't benefit from STAB and it's more a Sp. Attacker anyways).
At the same time, I find "Play Rough" to be the best* Fairy type, if not new move in general, move and would have gladly taught it to my Zoroark. Besides, Zoroark's moveset is a bit...bleak for me. I mean I have four moves (which reminds me...) but it's because I don't like any of the other options much...
Not only that but a fox pokémon with the Illusion ability would imply they are playful (you know, Trickster status and all that jazz) so a dark one would naturally play rough**. ;P
*I mean I love Moonblast too but...Play Rough is so amusing and unexpected IMHO
**I still want a cute/amazing Dark/Fairy line. :'(