He asked if there was any way to do it in Sense. There are plenty of home replacements out there that do it, including the default Android Home.
The answer is no, there is no way to make Sense do the zoom transitions, which is unfortunate, because they're awesome. I suspect HTC is still using the old Android 1.5 slide way of doing things and haven't changed Sense to use the new 2.1 way of doing it. It sucks, I wish they would fix it.