In the second point, the Zenyatta player was being flanked by an enemy D.Va who proceeds to ultimate right in front of the spawn. Instead of dying, the player goes up the stairs and jumps so that the upper part of the door protects him against the bomb explosion.
The jump and timing are crucial since some players were quick to point out that maybe climbing the stair entirely would have helped. The reason it would not have, however, is because it would have taken the Zenyatta player a longer time to get up (in part due to Zenyatta not having the best mobility in the game). It would not have guaranteed that the door's upper part would have been able to cover the hero model, which is why jumping was a safer option. Not to mention, going up and then having to go down would have cost the player valuable time in a team fight where the enemy team is at their spawn and on the point.
Saving some time came a long way since after surviving the D.Va ultimate with no losses, the Zenyatta was able to get a pick and kill the enemy Doomfist that was on the point.