He does.
Like Reaper said, Kenbunshoku would inform Zoro of future events, allowing him to either dodge or use Buso Emission to deflect it away.
His
base resistance is over 28000ºC, far higher with different levels of Haki.
Is there proof of this? Kenbunshoku Haki literally amped the perceptions a small child to the level of reaction to lightning. Zoro would literally be seeing everything in slow motion. Also is there proof of Amaterasu being spawned rather than a projectile? This has been brought up a couple times in this thread, but whenever questioned, an answer has never been given.