The datagrid 1 has allows for that and will show you a comma separated list of Location string attributes of the associated Zone object list in the Student overview.
It's just a difference at the level of widget implementation. Take it as it is.
If you want to use datagrid2, and you want to display in a column of the Student grid/table the list of Location strings of the associated Zone objects you could place a listview inside a custom content column of the Student overview.
In that listview you can show the location for each zone.