There are a few possibilities:
The thermostat anticipators or calibration is incorrect.
An incorrect quantity of radiation is installed in two of the zones.
The zone valve or some other block is slowing the flow of water in the cooler zones.
The circulator can not handle the quantity of water when all zones are open and the warm zone is open most of the time.
There is an air block preventing water flow in the other lines and the zones are being heated by that drifting to the other areas.
An experienced heating plumber can discover the cause.
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