Genre isn't just a marketing term. It's a means of categorization as much for the player as for the seller. We lump things into categories so that we can easier assess whether we'll like a specific game or not. Marketing campaigns prey off that, certainly, but it's not just them propagating it.
At any rate, Zelda indeed is no RPG. But if we really want to get technical, it isn't just an adventure game either. There are two branches of adventure games. The first is action adventure which contains games like Zelda, God of War and Devil May Cry. The second is sometimes called point and click adventures, though more often just called adventure games - this is comprised of games like Monkey Island, Sam and Max, King's Quest and Day of the Tentacle (pretty much anything from old Lucas Arts). The latter genre is nearly dead with the exception of Telltale Games' continued success with Sam and Max and Monkey Island, but either way, it exists.
Unless we change the definition, fantasy and progression isn't enough to make something an RPG. It has to be based on a stat system derived or inspired from tabletop RPG games, either with levels indirectly raising one's stats or direct stat progression like in newer Final Fantasy games.
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