If I don't withdraw all of my sats from my SN wallet (but also have an attached wallet), and I zap someone, does that zap only come from my attached wallet, or are the SN wallet sats depleted first?
They can only be withdrawn, not used for anything else. If you want to zap someone, you need to have cowboy credits or a wallet attached.
why would anyone keep sats in the SN wallet from that point forward?
The SN wallet for sats essentially ceases to exist, the sats in it can only be withdrawn.