macOS Catalina still uses bash as the default shell
Turns out the terminal app has its own settings for which shell to use.
I had to go to terminal preferences and change the option for Shells open with to Default login shell:
Run your chsh command with sudo to make changes effective system-wide.
To change your default shell setting by using the shell,
You can first view the /etc/shells file to note the available shells and their paths on your system.
You can run chsh interactively (i.e. without any arguments) or with the -s or --shell flag, followed by the shell path.