Overclocking

[PiGraham]

Some more Googling turned up this possible answer, which I assume will also apply to Zero W:

To prevent misunderstandings:
Not a bug in the Zero, but in the overclocking sw. Fixed in next release, not next batch of the Zero.

Just to clarify this is purely an issue with raspi-config (and the GUI Pi config utility which uses raspi-config).
You are free to manually edit config.txt. "arm_freq=1100" will work just as it always has in the past.