Reasons that $(\mathbb R^n, +, \mathcal Z)$ is not a topological group: Given any two distinct points $\vec{p},\vec q \in \mathbb R ^n$ let $P$ be the unique hyperplane through $\vec p$ which is perpendicular to the vector $\vec p- \vec q$. $P$ is closed with respect to $\mathcal Z$ and hence its complement is an open set containing $\vec q$ but not $\vec p$. Therefore the space is $T_0$. If it were a topological group, this would imply it were Hausdorff, which is not the case.
Reasons that $(\mathbb R^n, +, \mathcal Z)$ should be a topological group. It is both a group an a topological space. Moreover all polynomials $(\mathbb R^n, \mathcal Z) \to (\mathbb R, \mathcal Z)$ are continuous. So any map of the form $\vec x \mapsto (p_1(\vec x), p_2(\vec x), \ldots, p_n(\vec x)) $ or $(\vec x, \vec y ) \mapsto (p_1(\vec x, \vec y), p_2(\vec x, \vec y), \ldots, p_n(\vec x, \vec y) $ where $p_i$ are polynomials, is continuous, and the operations of addition and negation are both of this form.
Could someone point out where my misapprehension?
The problem is that the product topology is not the same as the Zariski topology. So, while maps $\mathbb{R}^{2n}\to\mathbb{R}$ are continuous, polynomial ones, this is in the Zariski topology, not the product topology.
In fact, every $T_0$ topological group is already Hausdorff. Every variety over $\mathbb{R}$ is $T_0$ but is not Hausdorff.
EDIT: Let me emphasize precisely what goes wrong. In your argument, you claim that the map $\mathbb{R}^n\times\mathbb{R}^n\to \mathbb{R}^n$ given by $(x,y)\mapsto x-y$ is continuous, since it has polynomial coefficients, where $\mathbb{R}^n\times\mathbb{R}^n$ is given the product topology. If this were true, then the preimage of $0$ would be closed, since $0$ is closed in $\mathbb{R}^n$ with the Zariski topology. But, the preimage is precisely the diagonal $\Delta_{\mathbb{R}^n}\subseteq\mathbb{R}^n\times\mathbb{R}^n$. But, the diagional being closed is equivalent to being Hausdorff, and since $\mathbb{R}^n$ is not Hausdorff with the Zariski topology, this is a contradiction. Thus, the map $(x,y)\mapsto x-y$ is not continuous.