While it's true that your pathping will get blocked before it reaches the actual server, running it is still very useful as many of the lag, disconnect and other connection-type issues are actually with your ISP or their extended network rather than ZOS itself. If your pathping shows ZERO packet loss (or 100% on some nodes that are blocking the ping), the issue is likely with ZOS...but if the report shows some level of packet loss on intermediate nodes that is between 0% and 100%, the issue is likely with your ISP.
Thanks for the clarification....although it doesn't make much difference as the only node a gamer is likely able to do anything about would be for issues with their gateway device (or other LAN nodes they control). Anything beyond that is out of their control and they'll likely not even be able to get anyone from an ISP (or beyond) to admit there is a problem.
My point was that pathping can help narrow where the problem is and perhaps let you know if you should be mad at ZOS , one of the ISPs in the connection path or with your local equipment.