Plot-wise, Zidane and Kuja first met in Burmecia and Zidane doesn't say anything that would make the player think he actually knew Kuja but was hiding it. These are his only lines since 'Mystery Man' appears to the Queen and Beatrix:

Zidane: "Sounds like we got trouble."
Zidane: "What's the place like?"
Zidane: "Look, there's someone else coming!"
Zidane: "Hold it!"