I think the concepts of Zanshin and Mushin to be so fundamentally necessary to the study of martial arts that I don't really understand how people can call themselves martial artists without it.
If all you want to do is learn how to fight...fine....I could care less about that and that holds absolutely no interest for me. I am interested in much deeper/higher pursuits.
Whether you call them this or not, but zanshin and mushin are pretty universal concepts, I think any high level atheletic endeavor will strive to achieve both it isn't just a martial arts thing.