Yes, this is because you need to get the audio "out of OBS" to reach Zoom, and feed to Zoom in addition to your physical Mic you configured in Zoom.
Usually, to get audio out of OBS, you configure a monitoring device in OBS audio settings, then activate audio monitoring for the media source in the advanced audio properties of OBS.
This will get your video's audio to some Windows audio device. Now you need to mix this audio with your physical mic, then feed the mixed audio to Zoom. If you don't do this mixing, your audience will not be able to hear your voice any more. The easiest way to do this is to use a virtual audio device as monitoring device such as
https://vb-audio.com/Cable/index.htm. It's a playback device as well as a mic device, so you can set it as mic device in Zoom. To add your physical mic to Zoom, activate the "Listen to this device" option in the Windows properties of your physical mic device and set the virtual audio device as playback destination.
An alternative approach for your voice is to record your mic within OBS as well, and activate audio monitoring for this mic device in the advanced audio properties of OBS as well. This way your voice is getting through OBS to the virtual audio device and you don't need to activate the "listen to this device" option in Windows.
This has been explained a lot of times, I'm sure you will find a bunch of guides if you need hands-on advice and what exactly to click.