In my case, solution was to simply connect to the VPN. With that, I did not need anything additional in my Dockerfile.

Additional Context
I'm using a work laptop & I tried all the solutions mentioned in this post (& beyond) but nothing worked for me. Additionally, I couldn't find a Zscaler certificate on my work laptop. I tested the fix with FROM python:3.11-slim-buster but I had the same error with FROM alpine:3.12 and FROM alpine:3.11 as base images.