There is no “departure level” in ZRH, so you can leave airside and get back very easily.

Arriving from ORD you should not have to clear security to get to the lounge in E - or A, for that matter, though to get to A you will go through passport control first.

If you exit the E lounge to go to town you will have passport control before exiting the terminal. If you go to the A lounge, you can exit without a second passport control.

Coming back, upon entry you will have a security check and passport control again.