Highly unlikely.
It’s not zero sum.
When you sell an option, you are selling volatility.
Volatility has value.
When your counterparty delta hedges (because they have created a portfolio that replicates the economics of the option that does not depend on the directional stock movement), the average effect of delta hedging a long option is to “buy low, sell high,” over and over again, as the stock price fluctuates and the delta hedge is adjusted accordingly.
This, of course, has the effect of generating positive delta hedging p&l, on average.
You and @markr (and everyone else who believes options markets have zero sum economics) can read articles like below to understand this phenomenon.
One of the amazing mathematical properties of the theory of asset pricing.