Wouldn't saving a normal map out of zBrush with a 5 million polycount be the same as burning a 5 million polycount mesh in Blender ? 

Not always.  It can depend on how the Normal maps were generated in tangent space..  OpenGL engines will display the generated relief differently than DirectX for example, and different software may handle the maps differently.  If that first tutorial doesn't help, try this next one.  It shows a direct pipeline for creating Normal maps in Zbrush for Blender. https://www.youtube.com/watch?v=OjqbshrDjXM

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Tools :  3dsmax 2015, Daz Studio 4.6, PoserPro 2012, Blender v2.74

System: Pentium QuadCore i7, under Win 8, GeForce GTX 780 / 2GB GPU.