Wich2 wrote:
But also note that Zorro has had an active comics presence for decades. Scat, the scalpels you cut with are awfully indiscriminate and blunt.

In terms of the matter of semantics; they obviously used the term to mean a property that started in that medium, in contrast to a property which later established itself in the medium. 

http://www.imdb.com/title/tt0800369/trivia Thor (2011)

This is Anthony Hopkins's first comic book film (The Mask of Zorro is debatable). 

------------So, since Zorro started in the pulps, they made that note. 

Note: If anyone brings up Thor as a figure from Norse Legend, note that Clint Barton and Nick Fury obviously did not appear in the original Thor legends.

Update: Per Bill Yenne's book The Legend of Zorro, Zorro has a rather stronger presence in foreign comic books than in North American comic books. However, that said, The Mask of Zorro did not adapt any of those comic books (to my knowledge) nor did it feature properties such Lady Rawhide created for the Zorro comic books. Thor did feature Clint Barton and Nick Fury.