Alejandro has taken the name of de la Vega, allowing the name of the original Zorro to continue both when he's wearing the mask and when he's in his civilian identity (although this was likely also intended to conceal Alejandro's past as a bandit).
The Pinkertons state that the new world that is coming into existence has no need for the likes of Zorro, ignoring the idea that a world capable of creating a hero such as Zorro will always need such individuals to defend it from the problems that the Pinkertons and similar agents cannot oppose.
