I'll go out on a limb with the assumption it makes sense, once understood, and that Jafe has the right of it (sorry, I like sort of puns better than puns) with "L" from "left" and the Roman numeral "I" from "first."
My thought then, is that there would be at least two ways to finish the answer to the clue and the author of the puzzle added the "at the zoo" portion to let you select between the possibilities.
So, say there are the possible endings of "ON" and "FT" (however they arise). Then, depending upon the word required for the puzzle, the author could have finished the clue with "at the zoo" hinting "Lion" or "on the roof of the skyscraper" hinting "Lift".
That's just an example for illustrating the point. I have no idea at all what two or more possible letter pairs "take the first left" would generate and thereby need a way to select between.
But assuming it makes more sense than just the author knew the answer and somehow felt it'd be fun to make the clue (somehow) more fun, it needs to have a point and I bet that's it.
I'd hate to think a professional standard would accept "punching up" clues by adding things that have no other point, or letting an author pick a spot for a weakness making an otherwise (apparently) clever clue yield to someone just getting a letter and then fitting a common zoo animal to the puzzle, or worse, just thinking of some four-letter common zoo animals and filling it in from whole cloth. Surely the "Evening Standard" has... standards... that would forbid that even if the puzzle author guild allows such.