I seem to only be getting Absol babies.
Is this because my Absol is the female and Zorua is the male?
Yes. The male will never pass the species of the Pokemon, only the mother can. So to get a Zorua Egg, you'll need a female Zorua or Zoroark.
The only exception to this is Ditto breeding. Ditto's partner will always pass down the species, regardless of their gender. Ditto Eggs are not possible. So if you have a Ditto, put it in the Day Care with Zorua and you will get a Zorua Egg.