Noooooo!

Metroid Fusion is great, Zero Mission is the worst in the series (not downright BAD but low-caliber next to the rest) >_> It's way to short, has a disappointing ending, has even *less* exploration than Fusion by comparison, and it holds your hand (like, save/heal/SHOW YOU EXACTLY WHERE TO GO ALWAYS stations around every corner).
Fusion has a TON of exploring at the end if you don't shoot off to the final bosses. There are 2 connectors to other sectors in each one, and a whole load of things to collect. So if you can sit through the actually interesting plot applied to the semi-linear but very true Metroid game for the larger portion of the game, you are given free reign to do whatever the hell you want later. And with 6 distinctly different areas (standard space-station style, jungle, fire/desert, water, ice, nocturnal/cave), going between all of them is still quite enjoyable.

You're hearing this from a huge Metroid fan who owns and has beaten every Metroid game multiple times, if there's ever a direct comparison between 2 of them I know how to handle it.

And the hook-ups to Metroid Prime are great. The original Metroid (albeit that's available upon beating Zero Mission) and the ability to wear the slick Fusion Suit anywhere in Prime.