For a zoom lens to be Parfocal, that is to stay in focus as you zoom in or out, the distance between the sensor and the rear element of the lens has to be set very accurately. If it is not then the focus will shift as you zoom in or out. This is why on most pro video cameras or lenses there is a back focus or Flange Back adjustment that alters this distance over a very small range, often only around +/- 0.5mm.

With lenses that are electronically controlled, like the one on the PMW-200/EX1 it is more complex. The lens itself is not ParFocal, the lenses natural focus changes as you zoom. This makes the design of the lens simpler and thus cheaper as well as compact and light weight. But because of this the camera/lens must use a Look up table of focal length to desired focus distance to dynamically alter the focus as you zoom to make the non-parfocal lens ( called vari-focal) behave like a parfocal one. This table needs to be calibrated from time to time, especially if the lens has been bumped or knocked (even when not in use) and in the case of the PMW-200, EX1 and EX3 (plus other similar cameras) this is what the Auto FB adjust routine does.

If you find that when zooming in and out your focus is not tracking accurately you may need to run the Auto FB routine to calibrate your lens. Sometimes rough handling of the camera, for example in transit, can throw out the lenses calibration.