Your colleagues are right. Indeed, even you submit the tax return online using ZHprivateTax, you need to print out the submission receipt (Freigabequittung in German), to sign it and to send it to the tax office. The reason for that is the legally required handwritten signature.
Personally, I don’t see big differences when submitting online or using the software on my desktop. I still need to print out and to send in physical form the submission receipt as well as all supporting documents used for filling in my tax return.
In general, I fill it in myself on my PC, print everything out including the tax declaration and send it by post.