You don't get profits by burning your bitcoins, so it will remain a win-lose outcome. That seems to be the thing that you can't grasp. Folks (well, companies) buy oil not to sell it at the same market for speculation purposes but to process it further into something else (e.g. gasoline) and then either sell what they produced from it to retail consumers (e.g. car owners), or consume the products directly by themselves (e.g. to fill the company's needs in fuel or whatever), without reselling them
Obviously, this will be a win-win situation unlike a zero-sum game
No it's the same analogy.
Oil companies get profits by reselling oil, but the consumer "burns" it, literally and figuratively.
Bitcoin companies get profits by reselling bts (or charging comissions at exchanges for trading), while the btc user might acidentally burn his coins by losing password.
It's the same analogy, it's the same thing. Overall both markets are deflationary (as oil reserves can run out at some point), but still the market itself is a zero sum game, despite being some companies that make consistent profit.
The only way to make consistent profit is to eliminate the risk, and go for a guaranteed income. Comissions are the best bet. While the other users are just zero sum users who just shuffle the money around from 1 hand to the other.
Market being (not) efficient and a zero-sum market are totally different concepts. In practice, there are no efficient markets, but whichever markets do really exist out there, they can be either a zero-sum market (e.g. Bitcoin market mostly) or non-zero sum market (e.g. any commodity market)
All markets with sufficient trading volume are efficient by definition.
Does information exist that can make people guaranteed profits? Sure, but only if they are not public (insider info).
Otherwise all public information is priced in the market, and while sometimes people can score big on trading, it's technically no different than a gambler scoring big.