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It's uncommon, but it happens. Normally, a system should advertise a window size of a couple of segments (n times MSS), but in some situations I saw devices return 0 in the SYN/ACK. Usually for printers which accept the connection but want to delay having to receive print data because they need to "wake up" first (e.g. spinning and heating up all the mechanical parts required to print).
So I wouldn't say it's something that is critical, but maybe that device sending the Win 0 should be on your "soon to be replaced" list (if possible - some hospitals have those old needle printers they still need to use).