-- Спасибо court-у за тестовые данные...
declare @a table (xz1 varchar(5), xz2 varchar(5))
insert into @a values 
(null,'ЗН1')
,('ЗН1','ЗН1')
,('ЗН2','ЗН2')

declare @b table (xz varchar(5))
insert into @b values
('ЗН1')
,('ЗН2')

-- Сам запрос:
select b.xz
  from @a a
  join @b b -- желанный джойн
    on a.xz2 = b.xz
 group by b.xz
having count(1) = 1
   and max(a.xz1)= b.xz

declare @a table (xz1 varchar(5), xz2 varchar(5))
insert into @a values 
(null,'ЗН1')
,('ЗН1','ЗН1')
,('ЗН2','ЗН2')

declare @b table (xz varchar(5))
insert into @b values
('ЗН1')
,('ЗН2')

select b.xz
  from @b b
  join @a a1
    on a1.xz1 = b.xz
  left join @a a2
    on b.xz = a2.xz2
   and (a2.xz1 != b.xz or a2.xz1 is null)
 where a2.xz2 is null