I'm going to answer this in the simplest way possible: The stock market is not a zero sum game because in the past few centuries (from industrial revolution to now), there has been a consistent, net positive inflow of capital to the financial markets. Before the industrial revolution the economy was a zero sum game. If world GDP was indexed at 100 in the year 0 AD, it only went to 200 after the year 1800. Everytime there was economic growth, wars, famine, etc made sure growth always mean reverted after a couple of years so the average stayed at 0% for nearly a millenia. THAT was the zero sum game.
Technically true, yet it understates how much better off our ancestors were in 1800 than in AD 1 (there is no year zero). GDP fails to capture most of the benefits of innovation and discovery. As for zero sum transactions, even exchanges of equal value (even securities for cash) can be mutually beneficial when the goods exchanged have differing marginal utilities for the exchanging parties. There are lots of zero sum transactions in the financial markets, but that is not uniformly the case.
Do you have source for this? It is not true. Angus Maddison has done lot of work on this. https://en.wikipedia.org/wiki/Angus_Maddison GDP doubled more than twice from year 1 to 1600 and more than four times from year 1 to 1800AD.