Can't write XML to ZFrame

[JohnyL]

I want to send XML through XElement and use this code:

XElement xml = new XElement("msg");
using (var sendFrame = new ZFrame())
{
    xml.Save(sendFrame);
    socket.SendFrame(sendFrame);
}

However, I get the error (on line xml.Save):

System.InvalidOperationException: 'Operation is not valid due to the current state of the object.'

The only way to create ZFrame is to pass my message into ZFrame's constructor. Instead of direct writing to ZFrame, I now have to do extra allocations: 1) pass a string - allocating string; 2) pass a byte[] - allocating array.
I have checked that ZFrame allows writes to stream (CanWrite = True). Could you spot a light why it's not possible to directly write to ZFrame?