There is no direct way, but you can do it relatively easily:
You can now review the Zones tab and other stats in the activity just for the selected lap. When done, just restore the original activity by clicking the cogwheel symbol and selecting the option. If needed, repeat for another lap.
I hope Garmin may create what we asked: it's a minor addon for a good programmer ;)
Don't hold your breath waiting for it Although it may be a minor change, but there are certainly many thousands of similar requests waiting to be implemented, and often much more critical, so before it happens, it may take a good while (the while being measured rather in months or years, than in weeks).